ELFT HÍRADÓ

[Eötvös Loránd Fizikai Társulat <elft AT elft.hu>]

MSCI is looking for an exceptional individual to join its Research Team in
Budapest. Quantitative researchers design, implement, evaluate and maintain
state-of-the-art financial risk and valuation models for various asset
classes and markets. The successful candidate will combine financial
engineering, empirical analysis and statistical testing to calculate risk
analytics for the modeled instruments. 

The Research Team has excellent relationships with the academic community in
Hungary and is expected to publish its newest results both in internal and
in academic journals. The candidate will have to interact with the clients
of MSCI to gain a better understanding of their needs and to explain them
the fundamentals of the risk models. The job offers a unique opportunity to
gain a deep understanding of the dynamics of the global financial markets.

 

 

DESIRED EXPERIENCE AND QUALIFICATIONS:

 

*         Ph.D. or advanced degree in finance, physics, mathematics,
statistics, operations research, economics or another quantitative
discipline

*         Ability to work independently and as part of a team

*         Experience in designing, implementing and testing quantitative
models

*         Time management skills including the ability to handle multiple
projects

*         Strong quantitative and problem solving skills

*         Deep interest in empirical research

*         Critical thinking, curiosity and excellent communication skills

*         Programming experience

 

 

In case of interest please contact Mr. Ákos Janza by sending a CV to the
following email address:

 

akos.janza AT msci.com

 

A jelentkezésnél kérem az Eötvös Társulatra szíveskedjenek hivatkozni.