Modelling and Analytics Specialist – Client Advisory role

  • Market Leading
  • Budapest, Budapest fovaros, Hungary Budapest Budapest fovaros HU
  • Permanent, Full time
  • PiC
  • 01 Jun 18 2018-06-01

Excellent opportunity for a Senior Modelling and Analytics Specialist to join a market leader in the industry. This is an excellent environment to lead a team, learn unique skills and provide expert financial markets advice to clients across europe

Some of your responsibilities will be:

  • Play a hands-on role in client project execution for customised model development and model validation advisory assignments, working in close collaboration with engagement teams to ensure that the client is comfortable with proposed solution.
  • Evaluate different modelling approaches and software platforms (e.g. R, SAS, Python, Excel/VBA, etc)
  • Work on a project team responsible for developing a suite of stress testing models
  • Define and develop procedures and standards for modelling content and relating documentation supporting project needs, and clients business and model validation requirements
  • Guide project teams to create state of the art custom model development (including relevant analytics and reporting.)
  • Contribute towards business development, relationship management, lead qualification and strategic product development
  • Liaise / collaborate  with asset/market experts in customised model development process


You Will Need

  • At least 2 years’ experience either in developing, implementing and/or validating models using underlying methodologies
  • Team player with strong interpersonal / leadership skills
  • Experience in several scripting, data management and / or visualisation tools as well as programming languages, e.g. VBA, R, Python, SAS and SQL.
  • Experience in code design and architecture (modularization
  • Ideally experience in Credit risk model development / validation (PD, LGD, EAD) – however open to all risks and stress testing experience is of particular interest
  • Good understanding of Market model development/validation
  • B.A. / B.S. in an engineering, technical or quantitative discipline: Computer Science, Math, Statistics, operations Research, Engineering, Physics
  • Fluency in English a prerequisite.