Regulatory Modeling Analyst (Budapest)

Budapest

Regulatory Modeling Analyst (Budapest)
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Regulatory Modeling Analyst

The candidate will work closely together with trading desks, credit, market and model risk management teams, controller as well as technology teams. As a consequence their activities on one hand require deep understanding of high level mathematical models, and also include everyday cooperation with global teams.

Location:

Budapest

Tasks:

  • Understand the firm`s front office models
  • Implement model testing in stress scenario
  • Analyze model errors
  • Implement and test model improvements
  • Write model documentation and contribute to the model certification process
Skills Required
  • M.Sc. or B.Sc. in mathematical finance, mathematics, physics, statistics, engineering, computer science, informatics or similar quantitative area
  • Solid knowledge of basic probability theory
  • Solid mathematical foundations
  • Interest in finance
  • Confident command of English

 

Budapest

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