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Model Risk Management, Equity Derivatives Pricing Model Validation Specialist
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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
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