CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
Credit Risk Methodology Quantitative Analyst in Risk Department
What aspects of life are not subject to risk? Are you a risk taker or a risk averse? As a Credit Risk Methodology Quantitative Analyst in our Risk Analytics department you will be at the centre of our business. In this his current opportunity you will be part of the global with bases in New York, London, Mumbai and Budapest, and will work closely with colleagues from all over the globe on research and development of credit risk models.
- Competitive salary and benefits - Flexible working arrangements (core hours and opportunity to work from home) - Ability to shape your own career by exploring yourself in various roles - Variety of different learning opportunities and mentoring program to develop as a professional - Inclusive and welcoming environment
- Familiarity with credit risk models - Programming skills in a high-level language such as Matlab, familiarity with SQL and VBA - Familiarity with the Basel framework
- Participate in research and development of the credit risk models - Perform econometric analyses to support methodology development - Perform backtests, stress tests, scenario analyses and sensitivity studies - Oversee implementation of model changes - Conduct on-demand analyses of model changes - Perform data analyses for various purposes
- Master's or Ph.D. degree in Finance, Economics, Mathematics, Mathematical Finance, Physics, Engineering, or a related quantitative field - Solid statistical knowledge - Clear thinking, good business sense and judgment - Genuine and broad interest in financial markets and derivatives; internal drive to effectively challenge and improve models with quantitative methods - Team player with strong interpersonal and communication skills - Excellent command of English both written and verbal
Team profile: This group is part of the Global Risk Management department of Morgan Stanley and it has global responsibility for the management of all credit risk exposures arising from the Firm's business activities. These include developing, maintaining and monitoring the Firm's credit risk models such as Counterparty Exposure or Stress Testing Ratings. The group also develops stress tests and other methods required for credit risk management or regulatory purposes.
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 who you are as a person. Our offices are placed in the city centre of Budapest providing a cosy and splendid environment for our employees. There are various employee offers such as discount theatre tickets, dry cleaning service and many more.
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. Visit https://www.morganstanley.com/about-us/global-offices/europe-middle-east-africa/hungary morganstanley.hufor more information.
Internal Number: 6236863
About Morgan Stanley
eFinancialCareers is a career site specializing in financial services.