quantitative analyst in Budapest

posted:
location
Budapest, Budapest
job type
Permanent
reference number
87934
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job description

Cégleírás / Organisation/Department

Our client is one of the leading investment banks in the world, and for their growing professional team we are looking for new colleagues now.

Pozíció leírása / Job description

The role will be to join the Quant team in Budapest and work alongside the global teams to help meet the current and projected demands from the business. The team has responsibility for providing the analytical models which are used for pricing securities and risk managing the Firm’s positions throughout the markets’ businesses.

The following are some examples of projects the Analyst could be working on:
- Design and implementation of pricing and hedging models for derivatives and physical transactions.
- Development and maintenance of the in-house C++ pricing libraries.
- Producing model documentation.
- Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques.
- Work on general efficiency improvement and optimization of the analytical library.
- Work on Regulatory and Governance based projects across a range of the asset classes.

Elvárások / Requirements

- MSc / PhD Degree in Mathematics, Physics, Engineering, Finance or Economics
- Outstanding mathematical finance and statistical analysis skills
- Knowledge of probability and stochastic calculus
- Familiarity with Numerical analysis/Monte-Carlo methods
- Fundamental knowledge of C++ and Matlab
- Proven track record of development and support pricing and risk models in an analytics library such as Rates, Credit, Equities, Commodities an advantage
- Previous experience working on Regulatory based projects
- Excellent verbal and written English
- Ability to take ownership and proactively follow up on issues
- Ability to work in a team and to work well under pressure in a Front-Office environment

Amit kínálunk / Offer

- Challenging position with serious responsibility
- Attractive working environment
- Professional team

Kapcsolattartó / Applications

Ildikó Rác
+36 30 981 0054
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