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Quant Developer (m/f/d) - Finance

Job Level:  Professional
Location: 

München, DE, 80802

Due Date:  asap
Area of Expertise:  IT & Tech Engineering
Unit:  IDS
Job Type:  Full-Time
Remote Job:  Not applicable
Employment Type:  Permanent
ID:  2005

IDS GmbH - Analysis and Reporting Services (IDS) unlocks the value of data for the global investment industry: We validate, refine, and link data from a wide variety of sources and make it available for mission-critical processes along all investment strategies and products quickly, worldwide, and at any time. Fund management companies, insurance companies, banks and pension funds can use IDS to access a flexibly scalable data platform as well as all necessary analyses and reports in the desired format. As a 100% subsidiary of Allianz SE, IDS has stood for stability, reliability and certified security in the handling of its customers' data since 2001.

 

JOB PURPOSE/ROLE

Shape the technological future with us. In the future, we will move our yield curve engine from Excel to tools based on C++, SQL and Python. In this role you have the possibility to combine both areas business analysis and IT.   

We live flat hierarchies in which experts with a wide variety of technical and professional backgrounds work together across teams on exciting projects, and we always have an open ear for your ideas. In addition we offer an extensive onboarding program to support your entry into IDS GmbH.

Key Responsibilities

  • Improve code and architecture of the yield curve engine, including migration of legacy components under Excel / VBA to C++, SQL and Python
  • Expansion and maintenance of our calculation engine and database to meet regulatory and customer requirements
  • Design and implementation of mathematical models for various financial markets focused on fixed income and yield curve topics
  • Development and implementation of automated quality control processes across all aspects of market data
  • Functional and technical data analysis
  • Quality assurance and sign-off on market data used for risk capital calculations and economic scenario generation
  • Support in Artificial Intelligence and Machine Learning Projects
  • Advisory in the area Valuations / Yield Curves

 

Key Requirements/Skills/Experience

Required:

  • University degree in Mathematics, IT, Finance or similar
  • Extensive experience in modern C++ (ideally also in Python)
  • Familiar with continuous integration approaches (especially knowledge in Jenkins and Git)
  • Knowledge in financial mathematics
  • Willingness to tackle legacy software components (Excel VBA) and convert them to high quality C++ / SQL / Python
  • Strong service attitude and process orientation, strong sense of initiative to improve software and processes
  • Good communication skills to successfully convey professional and technical concepts to customers and colleagues
  • Fluent in German and English
  • Ability to work within a team as well as independently

 

Desired:

  • Experience in Quantlib (C++), Visual Studio 2019
  • Rest API, Python, Jira, Docker, Linux, Pycharm, Continuous Integration
  • Experience or interest in Machine Learning and Artificial Intelligence
  • Agile mindset and knowhow of agile frameworks (SCRUM)

 

Allianz Group is one of the most trusted insurance and asset management companies in the world. Caring for our employees, their ambitions, dreams and challenges, is what makes us a unique employer. Together we can build an environment where everyone feels empowered and has the confidence to explore, to grow and to shape a better future for our customers and the world around us. 
We at Allianz believe in a diverse and inclusive workforce and are proud to be an equal opportunity employer. We encourage you to bring your whole self to work, no matter where you are from, what you look like, who you love or what you believe in.
We therefore welcome applications regardless of ethnicity or cultural background, age, gender, nationality, religion, disability or sexual orientation.
Great to have you on board. Let's care for tomorrow.
Note: Diversity of minds is an integral part of Allianz’ company culture. One means to achieve diverse teams is a regular rotation of Allianz Executive employees across functions, Allianz entities and geographies. Therefore, the company expects from its employees a general openness and a high motivation to regularly change positions and collect experiences across Allianz Group.