Quantitative Researcher - Hungary

  • Competitive
  • Budapest XIII. kerulet, Budapest fovaros, Hungary
  • Permanent, Full time
  • MSCI Ltd
  • 20 Apr 19

MSCI is looking for an exceptional individual to join its Research Team in the General Pricing Group in Budapest. The group develops asset pricing and risk models which are essential components of the diverse analytical toolset we offer to our clients. The goals and responsibilities of the team include the design, evaluation, implementation, maintenance and enhancement of quantitative models for a wide range of financial securities and markets. Regular interaction with other teams (e.g. QA, Development and other Research teams) and occasional encounters with our Clients are also important part of the role.

About MSCI

For more than 40 years, MSCI’s research-based indexes and analytics have helped the world’s leading investors build and manage better portfolios. Clients rely on our offerings for deeper insights into the drivers of performance and risk in their portfolios, broad asset class coverage and innovative research. Our line of products and services includes indexes, analytical models, data, real estate benchmarks and ESG research. MSCI serves 98 of the top 100 largest money managers, according to the most recent P&I ranking.

For more information, visit us at www.msci.com.

Responsibilities

  • Responsibilities include the design, evaluation, implementation, maintenance and enhancement of quantitative pricing and risk models for a wide range of financial securities and markets.

Desired experience and qualifications

  • Advanced degree (Master or PhD) in finance, physics, mathematics, statistics, operations research, economics or another quantitative discipline.

  • A background in finance or experience in designing, implementing and testing quantitative models is desirable but not essential.

  • Quantitative finance such as theory of asset pricing, fixed income analytics, credit risk models, volatility models, payoff description languages, portfolio risk models (VaR, stress testing).

  • Strong quantitative skills including: linear algebra, probability and statistics.

  • Numerical methods such as Monte Carlo simulation, trees and finite difference methods.

  • Programming skills: object oriented programming, C++, Matlab, Python, SQL.

  • The ideal candidate is a highly motivated individual with strong quantitative, programming and problem solving skills as well as a deep interest in financial modeling.

  • Critical thinking, curiosity and excellent communication skills are essential.

  • Ability to work independently and as part of a team.

  • Time management skills including the ability to handle multiple projects.

Due to the great number of applications we receive for each of our open vacancies, we are unable to respond on an individual basis.

To all recruitment agencies: MSCI does not accept unsolicited CVs/Resumes. Please do not forward CVs/Resumes to any MSCI employee, location or website. MSCI is not responsible for any fees related to unsolicited CVs/Resumes.

MSCI Inc. is an equal opportunity employer committed to diversifying its workforce. It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, gender, gender identity, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy (including unlawful discrimination on the basis of a legally protected pregnancy/maternity leave), veteran status, or any other characteristic protected by law.