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Quantitative Risk Analytics Strategist

Backend Developer • Vor Ort • Vollzeit • 📍 Budapest

A quantitative engineering role at Morgan Stanley supporting Trading Risk Management by delivering accurate and timely data. The strategist designs, implements and maintains reporting solutions, ensures high data quality, and builds tools that distribute insights across the organization to enable informed decisions.

Stack

Responsibilities

  • Write, test and maintain KDB+/Q code for data ingestion, transformation and querying
  • Design validation rules and monitoring tools to ensure accuracy across historical and intraday datasets
  • Build components that power internal reports and analytics dashboards
  • Optimize queries, schemas and processes to improve retrieval speed and performance
  • Collaborate with data analysts, risk managers and engineers to translate reporting needs into robust workflows

Requirements

  • Degree in Computer Science, Math, Engineering, Physics or another quantitative field
  • Strong knowledge of Python, C++ or Java
  • Solid problem-solving and math foundations
  • Minimum 3 years of professional experience in a data-focused or backend engineering role
  • Clear communication in English

Nice to have

  • Familiarity with KDB+/Q (can be developed on the job)

Soft skills

Analytical reasoning about system behaviorHigh resilience at the forefront of decision-makingClear communication and collaboration

What we offer

  • Comprehensive employee benefits and perks
  • Hybrid working arrangement
Languages: angol
Education: Diploma informatika, matematika, mérnöki, fizika vagy más kvantitatív területen