Scenario Developer/Financial Modeller (Remote)
Morgan Stanley
Middle East
منذ 22 ساعات

Description

Scenario developer / financial modeller (Remote) in the Fixed Income Department Are you interested in how historical events would shape financial markets today?

As a scenario developer you can find answers to this question, gain insight into risk management while deepening your knowledge of financial modelling.

We offer : - To work remotely or on-site- An opportunity to learn the details of most of our financial models- A competitive compensation and benefits package including eligibility for an annual bonus- Flexible working arrangements (core hours and opportunity to work from home)- To work with talented individuals to develop new ideas and solve some of the most complex business challenges- Professional development opportunities including access to Morgan Stanley’s world-class internal trainings- Contract via third-party agency You will : - Develop scenarios for interest rate and fx market moves based on historical data- Investigate consistency of scenario generation- Learn the details of internal pricing models used in our Macro business (Interest rates and FX)- Improve risk management practices- Participate in a fundamental change in how we calculate Value at Risk and capital requirements

Qualifications

You have : - Advanced degree in a quantitative subject such as Mathematics, Physics, Computer Science.- Experience in financial mathematical modelling and product knowledge, preferably in Rates or FX .

  • Programming and software design skills.- Knowledge of the programming language Scala, C++ or Java. Alternatively knowledge of a preferably functional programming language and a proven track record of picking up a programming language quickly.
  • Excellent interpersonal and communication skills. Team Profile : The Macro regulatory team is part of the strat organisation of the Fixed Income Department.
  • It is working on regulatory and risk management driven requirements based on front office pricing models, analytic libraries and IT systems.

    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. 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.

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

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