Senior Consultant – Market Risk and Valuation

This is the perfect opportunity for you, if you…

  • have 3-5 years of professional experience in the 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 experience in money and capital market products, their valuation and risk management methodologies;
  • know the volatility smile, the binomial tree and other techniques of valuation;
  • have strong analytical and modeling skills and you handle complex data sets well;
  • are familiar with different programming languages (e.g.: R, Python, VBA, SAS, SQL);
  • have model validation or audit experience (an advantage, not a requirement);
  • have you used the Bloomberg and Reuters terminals, Numerix (an advantage, not a requirement);
  • 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.

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

  • participation 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;
  • 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.

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, USA,
  • get to know the most exciting projects in the financial sectors,
  • 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.