The candidate will perform duties related to all aspects of portfolio risk model development:
Building and testing risk models, data and infrastructure in Python
Collaborate with senior researcher and developers to specify design and test new model functionalities
Supporting existing risk models in production and developing and improving model quality control and model back-testing procedures; maintaining and extending research framework and platform
Investigating and resolving client queries relating to model methodology and functionality
Elvárások
Active BSc/MSc student status, in penultimate year, STEM related field (Econometrics, Finance, Mathematics, Statistics, Physics, Computer Science and/or Engineering)
Knowledge of mathematical and statistical theory
Programming skills, Python, to conduct statistical/econometrics analyses
Meticulous attention to details
Motivated, able to work independently
Strong oral and written (English language) communication skills that enable complex ideas to be readily understood by team members
Előnyök
Interest in financial modelling
Amit kínálunk
2750 Ft/hour in gross
Internship confirmation
Opportunity to partly work from home
Potential to work towards a relevant professional qualification
Join one of the world’s leading asset management firms