#549781662799
commodities strategies team in Budapest.
Commodities Strats team in Budapest focuses on several areas including:
support directly the work of some trading Desks
testing and documenting models to assure their compliance with regulatory requirements
developing and maintaining the models for calculating liquidity reserves
supporting risk and capital calculations in building up the new FRTB framework
work closely with IT to facilitate the department-wide migration to a new strategic trading, risk and P&L platform.
maintain quality and reliability of data feeds
setting up setting up scenario calculation framework for risk management purposes
Requirements:
Degree in a quantitative field (Computer Science, Mathematics, Physics, etc.)
Experience with programming in some modern language (e.g. Python, C++, etc.)
Interest in the financial industry and an ability to quickly pick up finance knowledge as needed
Strong analytical, problem solving, communication and organizational skills
A result-oriented problem solver attitude
Advanced communication and collaboration skills in English.