FRTB Market Risk Portfolio Analysis Associate

The role will reside within the Firm Risk Management’s Market Risk Department (MRD) which is a team dedicated to providing governance and oversight of all market risk arising from the Firm’s business activities. The successful candidate will provide coverage for a suite of regulatory deliverables with a focus on Fundamental Review of Trading Book (FRTB) Program. Based in Budapest, this individual will report to FRTB Program manager in Enterprise Risk Management. The role involves working with a variety of business units and control groups across the organization on the monitoring of FRTB.

We offer:

• A competitive salary and eligibility for annual bonus
• Flexible working arrangements (core hours and opportunity to work from home)
• The ability to grow and shape your own career
• Continued professional development based on your career interests
• Inclusive and welcoming environment
• Opportunity to learn about how quantitative modeling techniques are applied to financial products and markets·

You will:

• Identify and analyze risk across all business areas and asset classes
• Perform analysis and commentary on market risk exposures applicable to FRTB Market Risk Capital rules for senior management
• Continuously monitor financial markets and economic conditions to identify emerging risks that could impact the firm
• Engage and build relationships with colleagues across the firm to develop an understanding of risk issues that could affect the firm
• Lead projects, coordinate ad-hoc analysis, and serve as a key point of contact across market risk stakeholders
• Produce documentation and presentations, including Steering Committee materials to effectively communicate key FRTB information to senior management and regulators

You have:

• Candidate must have a bachelor’s degree and a minimum of 2-3 years of experience; FRM certificate is a plus
• Curiosity and self-motivation to develop expertise in financial products, markets, and risk management practices
• Understanding of risk management concepts such as scenario analysis, Va R, stress testing, risk measures/greeks, and regulatory capital frameworks
• Strong proficiency with a variety of technology tools, including analyzing large data sets using tools such as Excel, SQL, and Python
• Highly developed oral and written communication skills which can be used to prepare and present risk information to a variety of audiences
• Attention to detail, project management and prioritization skills will also be key in balancing daily deadlines with timely implementation of strategic projects
• Product knowledge in Fixed Income and/or Equity products is a plus
• FRM is committed to creating and providing opportunities that enable our workforce to reflect diverse backgrounds and views BPDBA

About us:
Morgan Stanley provides a superior foundation for building a professional career - a place to learn, grow and achieve. You will be exposed to a truly international and multi-cultural environment that appreciates and respects who you are as a person. Our state-of-the-art offices in the City Centre have been designed to maximize collaboration.
Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and whom reflect a variety of backgrounds, talents, perspectives and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing and advancing individuals based on their skills and talents.

Build a career with impact. Visit morganstanley.hu or Linked In for more information.