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Market Risk Methodology Quantitative Analyst [BAMS-RQA01]

Régió: Budapest

Focus Consulting Kft.
 
Hozzáadva: 2017.09.19.
Jelentkezési határidő: 2016.09.13.
Hirdetés azonosító: 927601
 
Focus consulting

 

Our client

Our Client is one of the world's largest and most respected financial services companies, with a long-standing reputation for excellence on a global scale. They provide institutions and individuals with almost every kind of financial product and service across all the world's major markets.

Tasks

- Participate in research and development of the market risk models
- Perform econometric analyses to support methodology development
- Perform backtests, stress tests, scenario analyses and sensitivity studies
- Oversee implementation of model changes
- Conduct on-demand analyses of model changes
- Perform data analyses for various purposes
- Liaise with the global teams

Requirements

- Minimum 1 year experience in the field of financial modelling/research
- Advanced degree or equivalent background in a quantitative discipline such as economics, econometrics, statistics, mathematics, physics or engineering
- Excellent command of English, both written and verbal
- Solid statistical knowledge
- Familiarity with some of the following market risk models: VaR, IRC, CRM
- Familiarity with financial markets and products is a plus
- Familiarity with the Basel framework is a plus
- Programming skills in a high-level language such as Matlab, familiarity with SQL and VBA
- Sound knowledge of Microsoft Office, proficiency in MS Excel
- Clear thinking, good business sense and judgment
- Team player with strong interpersonal and communication skills

 

Munkavégzés helye
Budapest
Kategória
Pénzügy / Számvitel / Kontrolling
Régió
Budapest

 

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