Pubblicato su stage4eu il: 27/08/2019
MSCI, Quantitative Validation Intern
Kassák Lajos utca 19-25, Budapest, Ungheria
Contabilità e finanza, Engineering
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.
- 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.