Python programmer állások IX. kerületben (elemző, tanácsadó)

• gépjárműbiztosítási árazás (KGFB és CASCO)
• lakásbiztosítási árazás
• árazási modellek építése, fejlesztése, karbantartása

• Understanding implementation of Fixed Income Derivative Pricing Models written in C++ including yield curve, inflation, FX and volatility derivative models
• Quantitative modeling involving analysis of model output and time-series to define correctness criteria and thresholding measured daily

• Building robust, scalable technology and quantitative models supporting investment decision making, risk management, and regulatory requirements
• Contributing to the development of the Aladdin platform across diverse business areas
• Research and development of Aladdin’s financial models

Development and enhancement of quantitative financial models Application of advanced technologies to real world financial problems Keeping up to date with the latest technological trends ...

• Architecture design and software engineering of large-scale market data initiatives
• Integration and deployment of market data solutions
• Development of secure, high performance, scalable and maintainable applications
• Coordination and collaboration with internal OneMSCI stakeholders

• Researching and designing new performance attribution models
• Collaborating with software developers to test and release new models into production
• Supporting existing performance attribution models in production
• Developing and improving model quality control and model performance monitoring

• Support Daily Data Production Workflows Across Multiple Asset Classes Including Fixed Income Curves, Futures, Derivatives, And Equity Analytics
• Perform Quality Assurance Checks On Incoming Vendor Data And Internally Generated Analytics

• Production of standard client collateral such as presentations, factsheets, and commentaries
• Ownership of internal and external reporting by collating and analysing performance attribution, exposure, AUM and flows data