Our client is a leading global firm providing a wide range of banking, securities, 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 success. Together, they share a common set of values rooted in integrity, excellence and strong team ethic. They 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 the culture.

 

SPG Modeling Quantitative Developer

 


Department Profile:

Embedded Desk Strategist (Strat) teams reside within our Sales & Trading businesses including Equity, Fixed Income, and Commodities as well as our Banking businesses including Investment Banking and Global Capital Markets. The Modeling team and other project based teams such as Core Analytics and Core Electronic Trading provide quantitative solutions to multiple businesses.

 

Background of the team:

The Market Modeling Team supports the Firm’s securities trading business by creating and implementing mathematical models, software tools and libraries, and by providing quantitative business analysis to develop financial products, trading strategies and risk reduction methodologies. Our analytics tools are used to price, valuate and manage the risks of various financial derivative products and predict the future evolution of different markets. Our activity requires close coordination with the firm's higher management, IT developers, operations team, traders, controllers, and other global quantitative units. Staff typically has background in mathematics, physics, engineering, finance or economic sciences, computer sciences, informatics or other similar quantitative areas. Many of them possess a PhD or are close to earn the degree in the near future. The Market Modeling Team supports different businesses from Equity derivatives to Credit and Interest Rate derivatives and Mortgage Backed Securities. We continue to look for qualified candidates to the Team with different contract types such as full time employees, fixed term consultants, and interns.

 

Primary responsibilities:

● Develop and implement models, strategies and analytics tools that will be used to drive trading decisions
● Develop and implement valuation and risk models and tools for securities that are currently on the books or about to be purchased or bid on
● Monitor and analyze the effectiveness of valuation and risk models and enact new developments as needed
● Write model documentation and contribute to the model certification process
● Acquire business knowledge in Equity, Credit or Interest Rate derivatives, Mortgage Backed Securities or other asset classes
● Work with traders, quantitative strategists, controllers, IT and other departments
● Be open to learn and apply new technologies and programming languages

 

Skills required:

● B.Sc., M.Sc. or Ph.D. in mathematical finance, mathematics, physics, statistics, engineering, computer science, informatics or similar quantitative area
● Genuine interest in finance, mathematics and technology
● Sensitivity to details, accuracy in everyday work
● Confident command of English
● Programming experience in scripting or data languages (for ex. Q, Perl, Python)
● Experience with web technologies or databases is an advantage
● Flexibility to adjust to changing priorities

 

What we offer:

● Being part of a Global Team
● Having an opportunity to work with derivatives
● Training opportunities/Constant development
● Exposure to the entire spectrum of financial products in a top tier investment bank
● Active involvement in firm-wide valuation projects and initiatives


Place of work: Budapest / Hungary

 

 

 

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