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Credit Risk Methodology Quantitative Analyst in Risk Department
How can models give actionable insight into where risk is concentrated? As an analyst in the Credit Risk Methodology team you will have an opportunity to understand how models are used for quantifying credit risk and learn about capital management for regulatory and business purposes.
- 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 financial products and markets
- Participate in research, development and implementation of credit risk models
- Perform econometric analyses to support methodology development
- Perform backtests, stress tests, scenario analyses and sensitivity studies
- Conduct on-demand analyses of model changes
- Perform data analyses for various purposes
- Collaborate with global teams
- Master's or Ph.D. degree in a quantitative field such as Finance, Economics, Mathematics, Mathematical Finance, Physics or Engineering
- A thorough knowledge of statistics and an internal drive to challenge and improve models with quantitative methods
- 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 methodology team has global responsibility for the management of all credit risk exposure arising from the Firm's business activities. The group performs regular monitoring and reporting for risk models and provides support for internal clients. The group also develops and improves the Firm's credit risk models used for computing counterparty exposure and other credit risk measures.
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.
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.
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. 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.hu for more information.