Market Risk Methodology Quantitative Analyst
Morgan Stanley
Middle East
منذ 2 يوم


Market Risk Methodology Quantitative Analyst

in our Risk Management Department

How can models give actionable insight into where risk is concentrated? As an analyst in the Market Risk Methodology 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.

We offer : A competitive salary

A competitive salary

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 financial products and markets

You will :

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

Conduct on-demand analyses of model changes

Perform data analyses for various purposes

Collaborate with global teams

You have :

At least BSc degree in a quantitative field such as Finance, Economics, Mathematics, Mathematical Finance, Physics or Engineering

A thorough knowledge of statistics and an internal drive to challenge and improve models with quantitative methods

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 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.

Learn about our culture and the opportunities for professional growth at Morgan Stanley Budapest : Build a career with impact.

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