Ssg Modelling Strategist

Morgan Stanley

Budapest, Hungary
Hybrid
Quantitative models
Pricing analytics library
Market changes
The strategist will be part of the modelling team responsible for the development and maintenance of the core pricing analytics library, focusing support on the Corporate Credit Special Situations Group (SSG), globally

Job Summary

  • The strategist will be part of the modelling team responsible for the development and maintenance of the core pricing analytics library, focusing support on the Corporate Credit Special Situations Group (SSG), globally.
  • The strategist is expected to be highly involved in modelling developments driven market changes and regulatory requirements.
  • At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered.

Matching Summary

The strategist will be part of the modelling team responsible for the development and maintenance of the core pricing analytics library, focusing support on the Corporate Credit Special Situations Group (SSG), globally.

Skills & Requirements

Must-have

  • quantitative models
  • pricing analytics library
  • market changes
  • regulatory requirements
  • collaboration with technology teams

Nice-to-have

  • supportive and vibrant multinational environment
  • professional development opportunities
  • access to internal training

Key Requirements

  • Advanced degree (PhD, Masters or equivalent) in a quantitative field
  • 3-5 years of relevant work experience
  • Coding experience in Java/C++/Python/Scala
  • Product and modelling experience on credit cash and derivatives preferred
  • Experience in Risk / PnL Attribution / Value-at-Risk / Capital model analytics preferred

Work Rights

Not specified

Tailored Resume

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