How can models give actionable insight into where risk is concentrated? As an analyst in the Credit Risk Analytics team you will have an opportunity to understand how models are used for quantifying credit risk and learn about how various model results feed into risk management and into capital management for regulatory purposes.
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
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You will:
- Participate in research, development and implementation of credit exposure models
- Perform mathematical and statistical analyses to support methodology development
- Perform backtests, stress tests, scenario analyses and sensitivity studies
- Conduct on-demand analyses of model changes
- Perform data analyses for various purposes
- Participate in designing and developing analytical tools that serve risk management goals
- Contribute to projects centered around the latest updates of regulatory requirements
- Collaborate with teams across the globe
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
- Proficiency or a strong interest towards learning coding and sql (Python experience is an advantage)
- Clear thinking, good business sense and judgment
- Genuine and broad interest in financial markets and derivatives
- Strong interpersonal and communication skills
- Excellent command of English both written and verbal
Team Profile:
The Credit Exposure Analytics team has global responsibility to develop and maintain models and solutions for the management of all credit risk exposure arising from the Firm's business activities. The group also performs regular monitoring and reporting for risk models and provides support for internal clients.
What you can expect from Morgan Stanley:
We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you'll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work.
Morgan Stanley Budapest is an integral part of the Firm's global business functions including Technology, Finance, Risk, Institutional Securities and Wealth Management. Morgan Stanley has been rooted in the Budapest community since 2006 and is considered a leading employer among the area's highly skilled talent. Our innovative team delivers deep technical and mathematical expertise to support the Firm's capabilities in quantitative analysis, data analysis, and risk management. Learn more about our unmatched culture in Morgan Stanley Budapest.
WHAT YOU CAN EXPECT FROM MORGAN STANLEY:
We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 85 years. At our foundation are five core values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - that guide our more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you'll find trusted colleagues, committed mentors and a culture that values diverse perspectives, individual intellect and cross-collaboration. We Firm is differentiated by the caliber of our diverse team. While our company culture and commitment to inclusion define our legacy and shape our future, helping to strengthen our business and bring value to clients around the world. Learn more about how we put this commitment to action: morganstanley.com/diversity. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry.
We're committed to bringing passion and customer focus to the business.
Certified Persons Regulatory Requirements:
If this role is deemed a Certified role and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks.
Flexible work statement
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.