Senior Consultant - Quantitative Finance (Market Risk and Valuation)

As part of our team, we will count on you with…

• participate in various risk management and quantitative modeling projects, such as:
  - independent valuation of derivative and complex financial products,
  - validation and audit of valuation models,
  - development, validation and audit of market, liquidity and interest rate risk approaches and models,
• opportunity to try yourself in topics such as credit risk, ICAAP, or green finance,
• opportunity to try yourself in corporate finance supporting clients in achieving their financial goals, meeting regulatory requirements, transforming their finance and risk associated work more efficient,
• be in contact with a broad range of financial sector clients and actively support project planning and coordination,
• support the team in business development, prepare and present professional materials to client representatives.

This is the perfect opportunity for you, if you…

• have 3-5 years of professional experience in money and capital market products, their valuation and risk management methodologies, including valuation of derivatives, quantitative measurement of market and liquidity risks,
• have a solid academic background, with studies in fields as quantitative finance, mathematics or physics,
• have strong analytical and modeling skills and you handle complex data sets well,
• have experience with different programming languages (e.g.: R, Python, VBA, SAS, SQL),
• have a team-oriented collaborative attitude towards work,
• have an excellent command of written and spoken English,
• have a high level of flexibility and capability to handle periodic workload peaks,
• an advantege if you have model validation or audit experience,
• an advantage if you are familiar with Bloomberg and/or Reuters terminals, Numerix.

We’ll provide you with the opportunity to…

• be part of a young, dynamic, motivated and growing team,
• gain experience in a client facing role in Hungary, and internationally in neighboring countries, Western Europe, and the USA,
• get to know the most exciting projects in the financial sectors,
• grow and learn with the help of our extended professional and soft skill training programs
• enjoy flexible working options - hybrid working model with one obligatory day in the office, and with a choice to decide whether to work from home of from the office for the rest of the week,
• benefit from a competitive remuneration package.