Credit Risk Stress Testing Analyst
We offer:
- A competitive benefits package including eligibility for an annual bonus
- Flexible working arrangements (core hours and opportunity to work from home)
- Extensive training both in the classroom, and on the job from seasoned professionals, with additional access to Morgan Stanley's world-class internal trainings
- International team, with young, dynamic, and vibrant culture centered on diversity and inclusion
You will:
- Produce weekly portfolio level counterparty stress loss analysis of firm macro scenarios
- Analyze and highlight potential vulnerabilities of the Firm based on loss projections under different internal and regulatory financial scenarios; including Climate Risk and CCAR
Want more jobs like this?
Get jobs in Budapest, Hungary delivered to your inbox every week.
- Deliver improvements to the stress testing infrastructure by working closely with Risk Analytics, IT and Market Risk
- Participate in execution of ad-hoc stress testing exercises
- Manage innovative projects related to data analysis, visualization, and process automation
You have:
- some knowledge gained through study or experience in Risk Management or Finance
- Solid academic background, preferably with a degree in a quantitative discipline, such as economics, finance, statistics/mathematics, sciences or engineering
- Strong written and verbal communication skills in English
- Interest in markets, risk models and financial products
- Familiarity with products that generate Counterparty Credit Risk: OTC derivatives (Rates, FX, Credit, Equities, Commodities) & Securities Financing Transactions
- Ability to handle and analyze large datasets in Excel, additional fluency in VBA or SQL is an advantage
- Attention to detail and prioritization skills will be key in balancing daily deadlines with timely implementation of strategic projects
#BPSTRESSZ
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.