Skip to main contentA logo with &quat;the muse&quat; in dark blue text.

Fixed Income Division - Quantitative Model Developer,Commodities Strats - Associate

AT Morgan Stanley
Morgan Stanley

Fixed Income Division - Quantitative Model Developer,Commodities Strats - Associate

Budapest, Hungary

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments, and individuals from more than 1,200 offices in 43 countries.

As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence, and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.

Want more jobs like this?

Get jobs in Budapest, Hungary delivered to your inbox every week.

By signing up, you agree to our Terms of Service & Privacy Policy.


We are seeking an analyst/associate level Quantitative Developer with strong skills in technology or mathematics, motivated to join the front office commodities strategies team in Budapest.

Commodities Strats team in Budapest focuses on several areas including:

- support directly the work of some trading Desks

- testing and documenting models to assure their compliance with regulatory requirements

- developing and maintaining the models for calculating liquidity reserves

- supporting risk and capital calculations in building up the new FRTB framework

- work closely with IT to facilitate the department-wide migration to a new strategic trading, risk and P&L platform.

- maintain quality and reliability of data feeds

- setting up setting up scenario calculation framework for risk management purposes

Requirements:

- Degree in a quantitative field (Computer Science, Mathematics, Physics, etc.)

- Experience with programming in some modern language (e.g. Python, C++, etc.)

- Interest in the financial industry and an ability to quickly pick up finance knowledge as needed

- Strong analytical, problem solving, communication and organizational skills

- A result-oriented problem solver attitude

- Advanced communication and collaboration skills in English.

Client-provided location(s): Budapest, Hungary
Job ID: Morgan-549781662799
Employment Type: Other

Perks and Benefits

  • Health and Wellness

    • Health Insurance
    • Dental Insurance
    • Vision Insurance
    • Life Insurance
    • Short-Term Disability
    • Long-Term Disability
    • Fitness Subsidies
    • On-Site Gym
    • Pet Insurance
    • Mental Health Benefits
    • FSA
    • Virtual Fitness Classes
    • HSA
  • Parental Benefits

    • Fertility Benefits
    • Adoption Assistance Program
    • Family Support Resources
    • Return-to-Work Program
    • Birth Parent or Maternity Leave
    • Non-Birth Parent or Paternity Leave
    • Adoption Leave
  • Work Flexibility

    • Hybrid Work Opportunities
  • Office Life and Perks

    • Commuter Benefits Program
    • Company Outings
    • On-Site Cafeteria
    • Holiday Events
  • Vacation and Time Off

    • Paid Vacation
    • Paid Holidays
    • Leave of Absence
    • Volunteer Time Off
    • Personal/Sick Days
  • Financial and Retirement

    • 401(K) With Company Matching
    • Stock Purchase Program
    • Performance Bonus
    • Relocation Assistance
    • Financial Counseling
  • Professional Development

    • Tuition Reimbursement
    • Promote From Within
    • Mentor Program
    • Access to Online Courses
    • Lunch and Learns
    • Work Visa Sponsorship
    • Leadership Training Program
    • Associate or Rotational Training Program
    • Internship Program
  • Diversity and Inclusion

    • Diversity, Equity, and Inclusion Program
    • Employee Resource Groups (ERG)