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:
Model Review Analysts
The Model Review Group is part of the Global Risk Management Department of the firm and it has global responsibility for the independent risk control, review and validation of models used by the company. These include pricing models for derivatives in all product areas (i.e. interest rates, currencies, equities, commodities, credit, and securitized products), as well as models used for counterparty credit risk (CVA), wealth management products, and capital and liquidity stress tests.
Model Review professionals are located in New York, London, and Budapest, and they work closely with business quantitative strategists, risk managers and financial controllers. The Budapest team works closely with other members of the Model Review Group on model issues across all asset classes globally.
- 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
- 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
- Basic programming skills in a high-level language such as Matlab or Python; ability to program valuation/pricing models for derivatives is a plus
What we offer:
- Open, international and multicultural environment
- Opportunity to be part of a rapidly expanding organization
- Professional development and career path
- Competitive salary and cafeteria benefits
Place of work: Budapest / Hungary
Please, send your CV to E-mail cím megjelenítése e-mail address, by indicating the following reference number in the Subject field: HR6899969X
VISION Recruitment Hungary
Phone: +36 1 919 12 70
Email: E-mail cím megjelenítése