Fixed Income Division - Quantitative Model Developer,Commodities Strats - Associate
Morgan Stanley
Morgan Stanley 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 our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence, and strong team ethic. Morgan Stanley 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 seeking an analyst/associate level Quantitative Developer with strong skills in technology or mathematics, motivated to join the front office commodities strategies team in Budapest.
Commodities Strats team in Budapest focuses on several areas including:
- support directly the work of some trading Desks
- testing and documenting models to assure their compliance with regulatory requirements
- developing and maintaining the models for calculating liquidity reserves
- supporting risk and capital calculations in building up the new FRTB framework
- work closely with IT to facilitate the department-wide migration to a new strategic trading, risk and P&L platform.
- maintain quality and reliability of data feeds
- setting up setting up scenario calculation framework for risk management purposes
Requirements:
- Degree in a quantitative field (Computer Science, Mathematics, Physics, etc.)
- Experience with programming in some modern language (e.g. Python, C++, etc.)
- Interest in the financial industry and an ability to quickly pick up finance knowledge as needed
- Strong analytical, problem solving, communication and organizational skills
- A result-oriented problem solver attitude
- Advanced communication and collaboration skills in English.