Morgan Stanley is seeking a Quantitative Developer for their Budapest office, focusing on enhancing simulation models using Python and collaborating with a seasoned Quantitative Analyst. The ideal candidate will possess strong Python skills, mathematical expertise, and experience in quantitative methods, contributing to the development of cross-asset solutions for institutional clients
Job Summary
Upgrade existing simulation models using Python code and integrate functionality with Morgan Stanley’s pricing system.
Work with a Quantitative Analyst with over 15 years of industry experience developing models for Pension Funds, Insurers & Banks.
Opportunity to work across all product areas of the Fixed Income trade floor with a cross-asset global mandate.
Matching Summary
Match Score: 85
Morgan Stanley is seeking a Quantitative Developer for their Budapest office, focusing on enhancing simulation models using Python and collaborating with a seasoned Quantitative Analyst. The ideal candidate will possess strong Python skills, mathematical expertise, and experience in quantitative methods, contributing to the development of cross-asset solutions for institutional clients.
Skills & Requirements
Must-have
Python development
Core Python expertise
Python scientific stack
Complex code base development
Translate needs into requirements
Mathematics and finance skills
Quantitative methods/probabilistic modelling
Nice-to-have
Cross-asset quantitative solutions
Global mandate experience
Regulatory and accounting impacts
Key Requirements
Degree in quantitative area or engineering
Python developer with up-to-date skills
Expertise in core Python with Python scientific stack/ecosystem (incl pandas, numpy, scipy, stats)
Experience structuring and developing complex code bases
Strong mathematics and finance skills, with experience working with quantitative methods/probabilistic modelling
Knowledge and experience working with C++/Delphi is beneficial