Company
Morgan StanleyLocation
HungaryRemuneration
CompetitivePosition Type
PermanentEmployment type
Full timeUpdated
10-Oct-2013eFC Ref no
1210684
See job description for details
Position Description
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 fixed term consultants and interns.
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 Matlab, C++, Java, C#, Q, Perl, Python or other programming languages
• Experience with databases is an advantage
• Flexibility to adjust to changing priorities
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 fixed term consultants and interns.
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 Matlab, C++, Java, C#, Q, Perl, Python or other programming languages
• Experience with databases is an advantage
• Flexibility to adjust to changing priorities
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