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Valuation Risk Controller

AT Morgan Stanley
Morgan Stanley

Valuation Risk Controller

Budapest, Hungary

We offer:

- The chance to work in the Finance department of one of the world's top tier Financial Institutions and gain first-hand insight into our business
- Work with and obtain in-depth knowledge of a wide range of financial products from plain vanilla products to the most exotic structured derivatives
- Engagement with Morgan Stanley offices globally in an open minded and welcoming environment, including New York, London, Hong Kong and Tokyo
- Flexible working arrangements - core hours and opportunity to work from home
- A competitive salary and benefits package
- Contingent/Leased assignment working onsite at Morgan Stanley
- Contract via 3rd party agency

You will:

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- Undertake Independent Price Verification (IPV) of a global portfolio of assets using external data sources and financial models
- Debate IPV results and marking methodologies with front-office traders
- Review valuation and risk models while working closely with model developers
- Analyze pricing factors in complex financial products and comprehend market movements' impact on the portfolio and firm
- Identify and eliminate control gaps within the pricing framework
- Drive development on regulatory deliverables and automation projects using Agile

You have:

- Completed degree in Finance, Economics, Mathematics, Engineering, or Business related discipline
- Deep knowledge of main financial products, their market context, and associated risks
- Clear, structured communication and interpersonal skills
- Willingness to adapt to new challenges in a dynamic environment with shifting priorities
- Strong analytical, quantitative skills and proficient user of Excel
- Knowledge of relevant pricing models and risk management techniques is an advantage
- Ability to understand code in VBA/Python or another programming language commonly used in the financial industry is an advantage

Team Profile:

Morgan Stanley Valuation Control provide an independent valuation assessment across the entire spectrum of financial instruments, ranging from vanilla products to the most complex structured and derivative transactions. This process involves the certification of models and their valuation methodologies, testing for adherence to such methodologies, evaluating internal valuation marks against external benchmarks, identification and resolution of valuation discrepancies, and communicating a valuation assessment to senior trading and Finance management. The team is also involved in the continuous enhancements of the valuation control infrastructure with a view towards global and cross-product standardization.

Client-provided location(s): Budapest, Hungary
Job ID: Morgan-549781858960
Employment Type: Other

Perks and Benefits

  • Health and Wellness

    • Health Insurance
    • Dental Insurance
    • Vision Insurance
    • Life Insurance
    • Short-Term Disability
    • Long-Term Disability
    • Fitness Subsidies
    • On-Site Gym
    • Pet Insurance
    • Mental Health Benefits
    • FSA
    • Virtual Fitness Classes
    • HSA
  • Parental Benefits

    • Fertility Benefits
    • Adoption Assistance Program
    • Family Support Resources
    • Return-to-Work Program
    • Birth Parent or Maternity Leave
    • Non-Birth Parent or Paternity Leave
    • Adoption Leave
  • Work Flexibility

    • Hybrid Work Opportunities
  • Office Life and Perks

    • Commuter Benefits Program
    • Company Outings
    • On-Site Cafeteria
    • Holiday Events
  • Vacation and Time Off

    • Paid Vacation
    • Paid Holidays
    • Leave of Absence
    • Volunteer Time Off
    • Personal/Sick Days
  • Financial and Retirement

    • 401(K) With Company Matching
    • Stock Purchase Program
    • Performance Bonus
    • Relocation Assistance
    • Financial Counseling
  • Professional Development

    • Tuition Reimbursement
    • Promote From Within
    • Mentor Program
    • Access to Online Courses
    • Lunch and Learns
    • Work Visa Sponsorship
    • Leadership Training Program
    • Associate or Rotational Training Program
    • Internship Program
  • Diversity and Inclusion

    • Diversity, Equity, and Inclusion Program
    • Employee Resource Groups (ERG)