Pubblicato su stage4eu il: 19/06/2020
MSCI, Quantitative Model Validation Intern
Kassák Lajos utca 19-25, Budapest, Ungheria
Contabilità e finanza, Statistica/Data analysis
- 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
- 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
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