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Időpontfoglalás

Budapest

Budapest

    Portfolio Modelling – Performance Attribution Intern

    Leírás

    💼 BlackRock is one of the world’s leading providers of investment, advisory and risk management solutions. We are a fiduciary to our clients. We’re investing for the future on behalf of our clients, inspiring our employees, and supporting our local communities.

    🌿 The Aladdin Financial Engineering (AFE) is responsible for the research and development of financial models underpinning the risk management analytics produced at BlackRock.
    The group also contributes to the infrastructure and software responsible for the production of analytics and delivery of analytics content to portfolio and risk manager professionals both within and outside of BlackRock. Given the diversity of business objectives among BlackRock clients and within BlackRock itself the models developed and supported by AFE span a wide array of financial products, ranging from equity to fixed income and alternatives.

    🌿 The Performance Attribution Modelling team in AFE is looking for an intern to contribute to the development effort of the AFE’s next generation suite of performance attribution models.
    🌿 Performance attribution plays a key role in the investment process, both as a feedback loop as well as providing a means of articulating the implications of investment decisions to clients, helping investors understand the key drivers of active return.

    Job Responsibilities:
    🦈 Building and testing models, data and infrastructure in Python
    🦈 Collaborate with senior researcher and developers to specify design and test new model functionalities
    🦈 Supporting existing models in production and developing and improving model quality control procedures; maintaining and extending research framework and platform
    🦈 Investigating and resolving client queries relating to model methodology and functionality

    Requirements:
    🌊 Active BSc/MSc student status, in penultimate year, STEM related field (Econometrics, Finance, Mathematics, Statistics, Physics, or similar)
    🌊 Knowledge of mathematical and statistical theory
    🌊 Programming skills, preferably Python, to conduct statistical/econometrics analyses
    🌊 Strong oral and written (English language) communication skills that enable complex ideas to be readily understood by team members
    🌊 Meticulous attention to details
    🌊 Motivated, able to work independently

    ⏰ Working hours: Minimum 20 hours per week, flexible, between 09:00-17:30, 4 days office 1 day Home Office; 3-4 days per week required (they can be flexible during exam periods)

    ❗ How to apply:
    1️⃣ Register on Schönherz.hu
    2️⃣ Send us your english CV with a photo to the hr@schonherz.hu e-mail adress!

    * If you are over 25 years of age, 15% of your gross salary will be deducted from your PIT. If you are under 25 years old, you will be exempt from PIT, so you can consider your gross salary as net, up to the average wage in the national economy, which is HUF 656,785 per month.

    Elvárások

    A minimum score of 80% on our Python and C++/Java/C# tests

    Szükséges nyelvtudás

    English (Advanced)

    Kiválasztásnál előnyt jelent

    ☀️ Interest in financial modelling is a plus

    Heti óraszám

    20 - 30 óra

    Munkavégzés helye

    Budapest, District XIII + Home Office

    Fizetés

    Gross 2750 Ft/hour*
    Süti beállítások