Our client is a leading global financial services firm providing a wide range of Investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.
As a market leader, the talent and passion of their people is critical to the company’s success. They share a common set of values rooted in integrity, excellence and strong team ethic. The firm can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.
We are looking candidates for the following role:

 

Senior Quantitative Model Controller

 


The Valuation Review Group, as part of the firm's Finance organization, provides an independent valuation control across the entire spectrum of financial instruments within the. Products range from plain-vanilla to the most complex structured derivative transactions. The team leverages its diverse quantitative skill set and product expertise to act as a guardian for the firm's books and records. The Model Control team within VRG evaluates the quantitative pricing models used to value firm’s positions that they are compliant with Firm model control standards and appropriate to value products for the Firm's books and records. The team is fully integrated globally with members working from the Budapest, London and New York office. The breadth and the scope of the products and methodologies involved provides a unique career opportunity at a global investment bank.

 

Responsibilities:

● As a member of the global model control team assess the valuation methodologies, test valuation tools, identify and resolve valuation issues and discrepancies
● Participate in regulatory projects
● Coordinate the work of junior team members
● Interface with key senior stakeholders (both on finance and business side), governing bodies and business partners

 

Skills Required:

● Knowledge of financial markets and derivatives
● Strong inter-personal skills in order to interact confidently with Business Unit, Trading Strategists, Finance senior management, and the Market Risk Department
● Previous working experience with derivatives products.
● Strong technical background and knowledge of statistics
● Knowledge of Python, VBA and/or R

 

What we offer:

● Personal development opportunities
● Variety of training opportunities (technical, soft-skill, language and business knowledge)
● Excellent corporate benefits, including unique long-term saving options
● Firm organized social and professional events
● Volunteering opportunities to give back and invest in the future of our communities
● Exposure to a wide range of exotic derivatives product at a global investment bank


Place of work: Budapest / Hungary

 

 

 

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