Pubblicato su stage4eu il: 27/08/2019 MSCI, Quantitative Validation Intern

MSCI
Kassák Lajos utca 19-25, Budapest, Ungheria
Contabilità e finanza, Engineering
Posti disponibili Non specificato
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Attività:

 

The candidate will learn about our clients' needs and validate the quantitative models that fulfil those needs. The members of our team have opportunities to contribute in a broad set of roles including: studying functional, non-functional and analytical specifications, developing test plans and test cases, verifying formulas, implementing and using automated test tools. The candidate will be exposed on a daily basis to the following topics. Knowledge of these areas is not required; however a strong motivation to learn is a must.

  • Asset valuation
  • Risk management
  • Performance attribution
  • Portfolio construction (rebalancing, backtesting)
  • Factor analytics
  • Automation framework for validation of analytics
  • Active participation in an Agile software development team.
Requisiti principali:

 

  • Bachelor's degree and/or ongoing studies in Science, Technology, Engineering, Mathematics (STEM), Economics or Investment analysis and risk management
  • Some experience (e.g., internship) in roles which combines finance and technology is a plus
  • Some experience with any of the following languages: Java, Scala, Python, R, Matlab, SQL
  • Good analytical and quantitative skills
  • Detail-oriented approach to daily work
  • Strong written and oral proficiency in English
  • Strong sense of ownership with projects
  • Willingness to learn about capital markets
  • Open to learn new, cutting edge technologies in functional programming, machine learning and data science.