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
Posti disponibili Non specificato
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  • 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

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