DESCRIPTIONThe Internal Audit Department provides an independent model validation control service for the company. Into this dynamic team we are looking for a QUANTITATIVE ANALYST. Main roles:- Carrying out the detailed quantitative validations of risk models- Verify the issues identified by the regulators- Auditing and testing the models- DocumentationREQUIREMENTSSkills required:- Ph.D. in mathematics or physics - Advanced mathematical and software modelling skills are mandatory- Hands-on knowledge of programming skills in MatLab or Mathematica- Strong command of development languages such C/C++, C#, or JavaOTHER INFORMATIONIf you would like to apply for this job, please send us your curriculum vitae both in Hungarian and English.
