Quantitative Developer
Employer · Janus Henderson Investors
Budapest
Munkáltató: Janus Henderson Investors. Pozíció: Quantitative programmer. Munkavégzés helye: Budapest. Join our team to partner with asset allocation PMs and researchers to take ideas from notebook to production, build and extend the team's research platform, and own the multi-asset data layer.
Tasks
- Partner with asset allocation PMs and researchers to take ideas from notebook to production: signals, CMAs, optimization, portfolio construction, rebalancing rules, and attribution.
- Build and extend the team's research platform: data ingestion, back testing, scenario analysis, portfolio construction, monitoring, and reporting.
- Own the multi-asset data layer: market data, macro, fundamentals, fund and index data, internal holdings, with quality control the PMs actually trust.
- Use AI coding agents daily for prototyping, refactoring, testing, review, and documentation.
- Build internal AI-backed tooling for the team where it earns its keep: research workflows, client-reporting drafts, commentary support, meeting prep.
- Write production code that other quants want to build on. Own reliability, testing, and observability for what you ship.
- Mentor teammates on effective AI-augmented engineering practice.
- Carry out other duties as assigned
Conditions & benefits
Hybrid working and reasonable accommodationsGenerous Holiday policiesPrivate Medical InsuranceLife Insurance CoverPaid volunteer timeProfessional development courses, tuition/qualification reimbursementMaternal/paternal leave benefits and family servicesComplimentary subscription to Headspace, Apple Health, StravaAll employee events including networking opportunities and social activitiesAnnual SZÉP Card allowance
Requirements
- Have built industrial-scale enterprise-quality quantitative/systematic models based on specs provided by PM's.
- Have deployed quantitative/systematic models to production at non trivial size.
- Are familiar with the SDLC (eg testing/deployment)
- Are heavy users of modern AI tools (claude code/codex/opencode/pi/ampcode/factory droid/cursor/cline)
- Have written extensive documentation about the implementation of a model.