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Quantitative Analyst 
Grafton Recruitment Kft

Frissítve : 2016.10.13.
Jelentkezési határidő: 2016.10.14.
Hirdetés azonosító: 1061029
lejárt
Quantitative Analyst

(Budapest)

Pozícióleírás
Our client has a significant role in the banking sector all over the world. On behalf of them we are seeking a person for the position:
Quantitative Analyst
For the following tasks:
- Design and implementation of pricing and hedging models for derivatives and physical transactions.
- Development and maintenance of the in-house C++ pricing libraries
- Producing model documentation
- Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques
- Work on general efficiency improvement and optimization of the analytical library
- Work on Regulatory and Governance based projects across a range of the asset classes

Követelmények
-MSc / PhD Degree in Mathematics, Physics, Engineering, Finance or Economics
-Fundamental knowledge of C++ and Matlab
-Outstanding mathematical finance and statistical analysis skills
-Knowledge of probability and stochastic calculus
-Familiarity with Numerical analysis/Monte-Carlo methods
-Excellent verbal and written English

Advantage:
-Proven track record of development and support pricing and risk models in an analytics library such as Rates, Credit, Equities, Commodities
-Previous experience working on Regulatory based projects such as Model Risk, Basel III, Stress Testing, CCAR, PAA

 

- Multinational environment
- Competitive salary
- Opportunity to improve
 

Kategória
IT / Informatika
Régió
Budapest
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