XVA Strats - Quantitative Analyst
Morgan Stanley
Middle East
منذ 5 يوم


Given the continued spread of COVID-19 (coronavirus), all interviews will be conducted by phone or virtual connection to protect our candidates and employees. #LI-AC1

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. 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.

We offer :

  • To work with some of the best professionals in the business - for a firm that values individual intellect as much as teamwork
  • State-of-the-art offices in the City Centre that are designed to maximize collaboration
  • Flexible working arrangements (core hours and opportunity to work from home)
  • Enriching challenges that provide opportunity for constant learning and advancement
  • An environment which is leveraging technology to its highest potential
  • You will :

  • Build, transform and implement models for exposure calculations along all asset classes, counterparty default probability calculations, collateral management, IM / IA models based on business needs, and internal and external regulatory requirements.
  • Develop and implement ongoing monitoring and tracking methods for different key metrics.
  • Support the global teams with information and analysis, transform raw data into meaningful metrics and charts to support decision making.
  • Produce ad hoc deliverables and reporting materials.
  • You have :

  • MSc. or PhD in mathematical finance, mathematics, physics, statistics, engineering, computer science, informatics or similar quantitative area.
  • Solid mathematical foundations, especially probability theory and statistics.
  • Strong analytical and problem solving skills.
  • Genuine interest in finance, statistics, and software development.
  • Self-motivated personality with high standards for quality of work and accuracy, and attention to details.
  • Confident command of English.
  • Ability and willingness to work with virtual teams across the regions contributing to common goals.
  • Aptitude to work in a fast-paced, high energy level environment.
  • 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.

    About us :

    Morgan Stanley is a global financial services firm and a market leader in investment banking, securities, investment management and wealth management services.

    At Morgan Stanley Budapest, we are shaping the future of our global business and contributing to our local community. Our team works across numerous areas, including Technology, Mathematical Modeling, Finance, Risk Management, Operations and Data & Analytics from our new state-of-the-art offices near the Danube and our City Gate office in the heart of the city center.

    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.

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