Fixed Income Division - Quantitative Model Developer,Commodities Strats - Associate

Morgan Stanley

3.1

(72)

Budapest, Hungary

Why you should apply for a job to Morgan Stanley:

  • Our best-in-class Return to Work program is an excellent opportunity to re-engage and pick up where you left off after a career break.
  • Whether you're welcoming a new addition, watching your children grow or caring for aging parents, there’s support.
  • An employee stock purchase program, 401(k) retirement savings, 529 plans with a company match, IRAs? Check, check, check and check.
  • #549781662799

    Position summary

    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.

    Why you should apply for a job to Morgan Stanley:

  • Our best-in-class Return to Work program is an excellent opportunity to re-engage and pick up where you left off after a career break.
  • Whether you're welcoming a new addition, watching your children grow or caring for aging parents, there’s support.
  • An employee stock purchase program, 401(k) retirement savings, 529 plans with a company match, IRAs? Check, check, check and check.