Model Risk Management, Equity Derivatives Pricing Model Validation Specialist

Morgan Stanley UK

Budapest, Hungary
Hybrid
Quantitative analysis
Stochastic calculus
Derivative pricing models

Skills & Requirements

Must-have

  • Quantitative analysis
  • Stochastic calculus
  • Derivative pricing models
  • Model validation
  • Risk management

Nice-to-have

  • Python coding
  • AI/ML models
  • Global team collaboration
  • Financial markets interest

Key Requirements

  • MSc or PhD in STEM or Finance
  • 2-4 years of experience in derivative pricing models
  • Strong quantitative background
  • Familiarity with stochastic calculus

Work Rights

Not specified

Tailored Resume

Cover Letter