News

We are glad to invite you to the lecture of Dr. Abdelhameed M. Nagy (University of Benha) titled "Spectral Methods for Solving Fractional Differential Equations” in the joint organisation of the Department of Mathematics and of the Mathematical and Physical Committee of the Hungarian Academy of Sciences. The organisers are waiting for everyone who is interested.
Venue: Library of Department of Mathematics
Date: Building I, 3rd floor, room 314
how quantitative models and analytics are used
to run and optimize the business of a global financial institution?
During the ’Quantitative Finance Open Day’ you will not only have the opportunity to learn about quantitative modeling in finance, but also to meet current interns and employees who will share first-hand experience of Morgan Stanley.
- Welcome speech
- Introduction to quantitative areas
- Overview of campus opportunities
- Panel discussion
- Office tour
- Demos from teams & networking
Time: 2:00 pm – 6:00 pm
Venue:
Lechner Odon fasor 8
Budapest 1095
To apply, please click here
Location of the office: Budapest, Lechner Ödön fasor 8.
Start date: January/February 2017
Application deadline: 6th November, 2016
For further information please visit: www.morganstanley.com/campus
See: pdf
Location of the office: Budapest, Lechner Ödön fasor 8.
Start date: January/February 2017
Application deadline: 6 th November, 2016
In spring 2006, Morgan Stanley established a Mathematical Quantitative Modeling Centre in Budapest that provides quantitative analysis to support the firm's global Fixed Income trading business. The decision to locate the Centre in Budapest was based on the outstanding traditions in quantitative science in Hungary, the high-quality talent available, and the overwhelming support of the academic community.
QUANTITATIVE TEAMS IN BUDAPEST
MARKET MODELING
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.
QUALIFICATIONS/SKILLS/REQUIREMENTS
- You have or are studying towards a B.Sc., M.Sc. or Ph.D. (e.g. Applied Math, Physics, Financial Math, Computer Scienc
- You have strong analytic skills, and learned about probability theory, stochastic calculus, statistics, partial differential equations and numerical analysis;
- You have experience with computer programming skills, including any of the following languages: Java, C++, C#, Matlab, Scala,
- You are able to communicate effectively in both written and verbal English.
STRUCTURING
The Securitized Products Structuring team is involved in analytical processes regarding several fixed income products with special focus on Asset-Backed Securities (ABS) and Mortgage-Backed Securities (MBS). Structurers build computational models to help issuers and investors optimize a transaction’s economics and quantify sources of value and risk. The team has exposure to both the primary and the secondary markets of these products.
QUALIFICATIONS/SKILLS/REQUIREMENTS
- You have or are studying towards a B.Sc., M.Sc. or Ph.D. in a strong quantitative/finance university program (e.g. Economics, Finance, Applied Math, Financial Math);
- You have strong Excel knowledge;
- You are able to communicate effectively in both written and verbal English.
APPLICATION PROCESS AND DEADLINES:
If you are interested in the Market Modeling opportunity, please apply here by submitting your English CV.
If you are interested in the Structuring opportunity, please apply here by submitting your English CV.
For further information please visit: www.morganstanley.com/campus
Although application deadlines are in place, candidates are advised to apply early as we recruit on an ongoing basis.
Place and time: University of Pannonia, Faculty of Information Technology, Building I - PCO, Monday, 09 May 2016, 12pm
Presenter: Dr Fearghal Morgan, National University of Ireland, Galway
Duration: Collaborative presentation (30 minutes), workshop (max 2 hours)
Part 1 Collaborative Presentation: application of viciLogic and viciLab (30 mins)
- viciLogic, developed in the National University of Ireland Galway, is a next generation, online learning, assessment and prototyping platform for basic-to-complex digital integrated circuit (IC) design.
- viciLogic uses a scalable array of reconfigurable hardware devices (FPGAs) in the Cloud, accessing all internal IC signals in real-time to animate any graphical view* of the behaviour of the IC.
- We embed this interactive animation within viciLogic self-paced, directed online courses to aid learning, perform user knowledge checks, direct the user to control the IC through specified states (and optionally measure user understanding).
- viciLogic uncovers “What’s inside” modern digital technology for engineers, programmers, university students, and ultimately secondary level teachers and students.
- Currently available viciLogic course: Fundamentals of Digital SystemsAvailable Mar16: “FPGA Data Processing Applications”, “Introduction to Computer Architectures”
- viciLogic provides the viciLab application to perform repeated practical prototyping of hardware applications operating on FPGAs in the Cloud, with real-time Graphical User Interface (GUI) control and visualisation of the hardware operation.
Part 2 viciLab Workshop, Duration (2 hours)
1.Within 10 minutes, a first time viciLab user can
a.download the viciLab application
b.select a component from a viciLab device library
c.implement the component on an FPGA hardware device in the Cloud
d.control and visualise its operation and the behaviour of any internal signals, in real time.
2.Build and test FPGA prototypes₸ using viciLab and free industry standard CAD tools, with real-time interactive GUI control and visualisation.
Requirements:
- PC/laptop and network access
- Xilinx PlanAhead Electronic Design Automation toolsuite (installation instructions, workshops 2/3)
* Views include component block diagrams, timing diagrams, state machines, truth tables, FPGA internal devices and their operation, webcam stream of operating remote hardware
₸ Prototype every medium-scale, synthesisable VHDL model you have ever created, and animate its behaviour using a GUI.
viciLogic: Making Integrated Circuit Design Accessible and Achievable