Ssg Modelling Strategist

Morgan Stanley UK

Budapest, Hungary
Hybrid
Advanced degree in quantitative field
3-5 years relevant work experience
Coding in java c++ python scala
The strategist will be responsible for developing and enhancing quantitative models within the Corporate Credit Special Situations Group globally

Job Summary

  • The strategist will be responsible for developing and enhancing quantitative models within the Corporate Credit Special Situations Group globally.
  • Morgan Stanley offers professional development opportunities including access to internal training and a supportive multinational environment.
  • The role requires collaboration with technology teams for scalable implementation of quantitative models driven by market changes and regulatory requirements.

Matching Summary

The strategist will be responsible for developing and enhancing quantitative models within the Corporate Credit Special Situations Group globally.

Skills & Requirements

Must-have

  • Advanced degree in quantitative field
  • 3-5 years relevant work experience
  • Coding in Java C++ Python Scala

Nice-to-have

  • Product experience on credit derivatives
  • Experience in Risk PnL Attribution
  • Strong verbal and written communication skills

Key Requirements

  • PhD Masters or equivalent in quantitative field
  • 3-5 years of relevant work experience
  • Confident command of English language

Work Rights

Not specified

Tailored Resume

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