Morgan Stanley Quantitative Modeling Opportunities for Students
Location: Budapest, Lechner Ödön fasor 8.
Start date: February/March 2018
Internship type: 20/30/40 Hours-a-week Contract (flexible)
Compensation: competitive salary
With over 1,300 offices in 43 countries, the firm is truly global — and a market leader in the U.S., Europe and Asia as well as in emerging markets. Morgan Stanley’s success rests on the talents and passion of our people, who share a common set of values and bring excellence and integrity to everything they do.
Market Modeling (for candidates with Applied Math, Physics, Financial Math, Computer Science background)
The Market Modeling Group develops and implements quantitative models, algorithms, and analytics tools to calculate market prices and risk sensitivities for Interest Rate, Corporate Credit, Mortgage-Backed and Equity derivatives. Some of their assignments require extensive analysis of data collected from various firm systems about market indicators, market quotes and firm positions.
Core Analytics (for candidates with Applied Math, Physics, Computer Science or Engineering background)
The Core Analytics team implements mathematical and statistical models, and develops numerical algorithms for the pricing of financial instruments and model calibration. The softwares produced by the team are used in risk systems, real time trading systems, and in spreadsheets supporting trading activity. Our work involves various fields of numerical and discrete mathematics such as optimization, linear algebra, probability theory, formal languages, graph theory, statistics, and machine learning.
If you are interested in the above opportunity, please send your English CV.
Although application deadlines are in place, candidates are advised to apply early as we recruit on an ongoing basis.