Python developer állás, munka

• A virtuális erőmű (VPP) portfólió folyamatos optimalizálása a piaci környezet és működési korlátok figyelembevételével, optimalizációs modellek fejlesztése és automatizálása
• A MAVIR tenderfolyamatok teljes körű lebonyolítása: előkészítés, ajánlatadás, végrehajtás és utóelemzés

• participate in various risk management and quantitative modeling projects, such as:
• - independent valuation of derivative and complex financial products,
• - validation and audit of valuation models,
• - development, validation and audit of market, liquidity and interest rate risk approaches and models,

• participate in various risk management and quantitative risk modeling projects for banking and other sectors
• participate in model validation projects for a wide variety of risk models
• support audit teams as a quantitative expert during the validation of IFRS 9 ECL models

Platform development supporting financial engineers and researchers Technical design and code review sessions facilitation Building widely used and reliable fundamental components as Python libraries Building high quality software improving user experience for modellers and developers Staying...

Support of daily data production workflows across multiple asset classes Performance of quality assurance checks on incoming vendor data and internally generated analytics Investigation of data quality issues such as pricing discrepancies, missing data, and analytical outliers Maintenance support...

Development and enhancement of quantitative financial models Application of advanced technologies to real world financial problems Keeping up to date with the latest technological trends ...

Support Daily Data Production Workflows Across Multiple Asset Classes Including Fixed Income Curves, Futures, Derivatives, And Equity Analytics Perform Quality Assurance Checks On Incoming Vendor Data And Internally Generated Analytics Assist With Investigating Data Quality Issues Such As Pricing...

Daily data production and quality assurance for client-facing data products Vendor data integration and management Methodology implementations, historical restatements, and platform migrations Data quality investigation including pricing errors, model performance, and analytical discrepancies...

• Working with datasets, including macroeconomic, microeconomic data and high-frequency financial data
• Contributing to the development, maintenance, and improvement of the team‘s data infrastructure and econometric models, including the management tools and dashboards.

Analyze and identify credit risks in transactions (loans & derivatives) and understand the impact these have on our portfolio and risk appetite, follow up on transaction execution to ensure loans/trades are booked correctly...

Development and optimization of algorithmic trading systems Writing clean, high-performance code in C++ or Rust Collaboration with engineers and quants to deliver robust, scalable trading infrastructure Contribution using Python for scripting or tooling tasks Solving complex problems in low-latency...

Preparation of daily, weekly, monthly, and annual reports with in-depth analytical insights Development of high-quality analytical reports and presentations for senior management Analysis of current business performance and provision of actionable recommendations for improvement Ensuring accuracy...

Execute Treasury Frameworks: Manage the day-to-day E2E credit cycle for IRS and SFT, including the operational setup of limits, collateral monitoring, and tracking liquidations....

Your SQL skills are second to none when it comes to translating operational and strategic requirements in Daily Banking into smart data solutions. With your analytical mindset, you refine data outputs and deliver precise answers to complex questions....

• Gather and synthesize industry data, evaluate macro and sector trends, and maintain proprietary research databases.
• Contribute to the development and implementation of Allianz's global investment strategy in the private markets space.