Given the continued spread of COVID-19 (coronavirus), all interviews will be conducted by phone or virtual connection to protect our candidates and Morgan Stanley employees.
How can models give actionable insight into where risk is concentrated? As a senior analyst in the Credit Risk Analytics team you will have an opportunity to understand how models are used for quantifying credit risk and learn about how various model results feed into capital management for regulatory and internal risk management purposes.
We offer:
- A competitive salary and eligibility for annual bonus
- 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 how quantitative modeling techinques are applied to financial products and markets
You will:
- Lead in research, development and implementation of credit risk models
- Perform and guide more junior people to perform
o econometric analyses to support methodology development
o backtests, stress tests, scenario analyses and sensitivity studies
o on-demand analyses of model changes
o data analyses for various purposes
- Collaborate with global teams
QUALIFICATIONS
You have:
- A degree in a quantitative field such as Finance, Economics, Mathematics, Mathematical Finance, Physics or Engineering
- A thorough knowledge of mathematics and statistics and an internal drive to challenge and improve models with quantitative methods
- Experience in quantitative modeling such as statistical and simulation based approaches
- 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 Credit Risk Analytics team has global responsibility to develop and maintain models for the management of all credit risk exposure arising from the Firm's business activities. The group also provides support for internal clients with quantitative analyses and solutions.
About us: Morgan Stanley is a global financial services firm and a market leader in investment banking, securities, investment management and wealth management services. BPMM
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. Visit morganstanley.hu or LinkedIn for more information.