Pubblicato su stage4eu il: 19/06/2020 MSCI, Quantitative Model Validation Intern

MSCI
Kassák Lajos utca 19-25, Budapest, Ungheria
Contabilità e finanza, Statistica/Data analysis
Posti disponibili Non specificato
vai all'offerta
Attività:
  • Pricing and risk models for exotic derivatives, fixed income asset classes, credit derivatives and securitized products
  • Portfolio level risk analysis
  • VaR methodology
  • Automation framework, built with state-of-the-art technologies, for validation of the models
  • Develop and extend independent validation tools which are used to ensure accuracy for all numbers produced by our analytics engines
  • Analyze and extend the analytics regression tests to ensure the complete and efficient coverage for all analytics engine statistics and asset types
  • Work with the Risk Research and Analytics Development teams to evaluate manual and regression test differences, check requirements and extend test case coverage
  • Ensure that all daily test processes are completed successfully and resolve problems with the assistance of the research and development teams
Requisiti principali:
  • Strong motivation to learn about financial markets
  • Outstanding advanced mathematical and quantitative skills
  • Strong written and oral proficiency in English
  • Interest working in an environment that combines finance and technology
  • Strong sense of ownership with projects
  • Willing to work in a global team environment
  • Experience with a programming language (e.g. Matlab, Python, R, C++, C#) is a plus
  • Ongoing studies with focus in finance, quantitative finance, financial mathematics, mathematics, physics, statistics or another quantitative field

Stage4eu is free of charge and has no commercial purpose. It does not conduct brokerage activities, nor does collect CVs. By clicking on the green button “Vai all’Offerta” you’ll be redirected to the original vacancy posted on host organizations’ web page.