Az álláshirdetés lejárt.
Aktuális állást talál az aktív állásajánlatok között: új keresés indítása itt
www.cvonline.hu

Model Review Analysts [BAMS-MODRA1]

Régió: Budapest

Focus Consulting Kft.
 
Hozzáadva: 2017.06.22.
Jelentkezési határidő: 2015.03.17.
Hirdetés azonosító: 814765
 
Focus consulting

 

Our client

Our prestigious client is a global financial services firm and a market leader in investment banking, securities, investment management and wealth management services.

Tasks

- Review, test and independently implement pricing and/or stress test models
- Produce written model review reports
- Conduct on-demand analyses of model performance
- Participate in the model control and model risk management processes of the Firm

Requirements

- Masters or Ph.D. degree in Finance, Economics, Mathematics, Mathematical Finance, Physics, Engineering, or a related quantitative field
- Knowledge of financial markets and derivatives
- Clear thinking, good business sense and judgment
- Strong interpersonal and communication skills
- Excellent command of English both written and oral
- Experience with pricing models used for derivatives and securities, or with Basel capital and liquidity rules is a plus
- In-depth knowledge of mathematical finance, derivative pricing, option theory, and numerical/quantitative techniques for derivative valuation is a plus
- Programming skills in a high-level language such as Matlab or Python; ability to program valuation/pricing models for derivatives is a plus

 

Munkavégzés helye
Budapest
Kategória
Bank / Biztosítás / Pénzintézet
Régió
Budapest

 

Egyéb hasonló állások Önnek
Quantitative model auditor

Exact Solutions Kft.

PartnerOur partner is a global financial servic...
Budapest


Telefonos behajtási munkatárs

Trenkwalder Kft

Banki szektorban tevékenykedő partnerünk számár...
Budapest


SD Manager

Hire-One Kft.

 Legyünk együtt sikeresek!   Autóipari termékek...
Veszprém, Veszprém, Tatabánya, Győr