The modeling team in Budapest is embedded in the global strat team and provides quantitative solutions to multiple businesses across several divisions (FID, IED and Risk Management).
We are looking for candidates to join the XVA strat team. The XVA Desk is a unit within Bank Resource Management and focuses on pricing and hedging Counterparty Credit Risk.
The candidate will work closely with XVA strats and traders in New York, London, Hong Kong, with credit / market / model risk management, controllers as well as IT.
The candidate will require deep understanding of high level mathematical models used for pricing financial products or mitigating risks, and also an ability to interact and cooperate with global teams.
The members of the team have typically a background in Mathematics, Physics, Engineering, Finance or Economic Sciences, Informatics or Computer Sciences or other related quantitative areas.
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Team Profile : Bank Resource Management is responsible for the Firm’s securities financing transactions, hedging of OTC derivative counterparty exposure and global collateral management.
Within BRM, XVA team prices and hedges credit, funding and collateral risks associated with OTC derivatives. The strat team in Budapest works closely with the New York and London offices.
Given the continued spread of COVID-19 (coronavirus), all interviews will be conducted by phone or virtual connection to protect our candidates and employees.
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.
Our state-of-the-art offices in the City Centre have been designed to maximize collaboration.
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.
Learn about our culture and the opportunities for professional growth at Morgan Stanley Budapest : Build a career with impact.