What influence can you have on our understanding of interest rate and foreign exchange market risk? As the lead of the Macro Market Risk Methodology Team you will have the opportunity to work on multiple regulatory and business driven projects aimed at improving methodologies and processes related to quantifying, reporting and managing portfolio level macro market risk.
We offer : - Competitive salary and eligibility for annual bonus - Flexible working arrangements (core hours and opportunity to work from home) - Continued professional development based on your career interests - Inclusive and welcoming environment You will : - Lead a local team in the global Market Risk Analytics organization - Participate in research, development and implementation of market risk models - Perform backtests, stress tests, scenario analyses and sensitivity studies - Represent your team during management discussions and committee meetings - Collaborate with global teams #LI-RG1
You have : - A degree in a quantitative field such as Finance, Economics, Mathematics, Mathematical Finance, Physics or Engineering- At least 5 years of experience in a quantitative role including some history of leading a small team - Thorough knowledge of statistics and an internal drive to challenge and improve models with quantitative methods- Clear thinking, good business sense and judgment- Experience with financial markets and derivatives, including regulations and models- Strong interpersonal and communication skills as well as leadership experience- Excellent command of English both written and verbal Team Profile : The market risk methodology 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.
About us : Morgan Stanley provides a superior foundation for building a professional career - a place for people to learn, achieve and grow.
You will be exposed to a truly international and multi-cultural environment that appreciates and respects individuality.
There are various employee offers such as discount theatre tickets, dry cleaning service and many more. 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 maximise 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. #LI-RG1
Learn about our culture and the opportunities for professional growth at Morgan Stanley Budapest : Build a career with impact.