Hungary Job Openings
Morgan Stanley
Market Risk Analytics Quantitative Analyst in Risk Department
Budapest
FULL TIME
September 27, 2024
Market Risk Analytics Quantitative Analyst in Risk Department
Job Number:
3259492
3259492
POSTING DATE: Sep 27, 2024
PRIMARY LOCATION: Europe, Middle East, Africa-Hungary-Budapest-Budapest
EDUCATION LEVEL: Bachelor's Degree
JOB: Risk Analytics
EMPLOYMENT TYPE: Full Time
JOB LEVEL: Associate
Market Risk Analytics Quantitative Analyst in Risk Department
How can models give actionable insight into where risk is concentrated? As an analyst in the Market Risk Analytics team you will have an opportunity to understand how models are used for quantifying market risk and learn about capital management for regulatory and business purposes.
The Market Risk Analytics team has global responsibility for the management of all market risk exposure arising from the Firm’s business activities. The group performs regular monitoring and reporting for risk models and provides support for internal clients. The group also develops and improves the Firm’s market risk models used for computing Value at Risk, Default Risk Charge, Expected Shortfall and other market risk measures.
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 techinques are applied to financial products and markets
You will:
- Gain comprehensive knowledge about FRTB requirements, contribute to the implementation of new processes
- Participate in the FRTB program, be up-to-date with new regulations around minimum capital requirements for market risk
- Work closely together with senior management
- Organize the work across several global teams, give updates about recent changes regarding FRTB requirements
- Be part of an innovative team from different locations such as New York, London, Mumbai
- Participate in research, development and implementation of market risk models
- Perform econometric analyses to support methodology development
- Perform backtests, stress tests, scenario analyses and sensitivity studies
- Perform data analyses for various purposes
You have:
- A degree in a quantitative field such as Finance, Economics, Mathematics, Mathematical Finance, Physics or Engineering
- A thorough knowledge of mathematics and statistics and an internal drive to challenge and improve models with quantitative methods
- Interest in learning python
- Clear thinking, good business sense and judgment
- Genuine and broad interest in financial markets and derivatives
- Strong interpersonal and communication skills, collaboration and problem-solving skills
- Excellent command of English both written and verbal
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 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 who 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.
BPMM
Build a career with impact. Visit morganstanley.hu or Linked In for more information.
BPMM
Build a career with impact. Visit morganstanley.hu or Linked In for more information.
Learn about our culture and the opportunities for professional growth at Morgan Stanley Budapest:
We regret to inform you that this job opportunity is no longer available as it has expired
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