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How can Natural Language Processing (NLP) / Machine Learning (ML) models give actionable insight into where credit risk is concentrated? As an ML specialist in the Credit Risk Methodology team, you will have an opportunity to develop NLP and other ML models to help quantify credit risk for business and regulatory purposes.
- Competitive salary and eligibility for annual bonus
- Flexible working arrangements (core hours and opportunity to work from home)
- Continued professional development based on your career interests
- Inclusive and welcoming environment
- Opportunity to use NLP/ML and big data analysis techniques for credit risk modeling
- Opportunity to learn about financial products and markets
- Participate in the development and implementation of credit risk models by using NLP/ML and statistical methods
- Perform exploratory data analysis and statistical analysis to support methodology development
- Perform backtests, stress tests, scenario analysis and sensitivity studies
- Perform data analysis for various purposes
- Collaborate with global teams
- Bachelor's Degree in computer science, statistics, mathematics, physics, computational finance or a similar quantitative field, or linguistics
- Experience with design and implementation of machine learning, deep learning or NLP models
- Multiple years of experience with Python, and preferably experience with programming in Python-Spark with handling large data on Hive/Hadoop under Linux/Unix
- Genuine and broad interest in NLP/ML and in the financial industry
- Clear thinking, good business sense and judgment
- 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 team performs regular monitoring and reporting for risk models and provides support for internal clients. The team also develops and improves the Firm's credit risk models used for computing counterparty exposure and other credit risk measures. The team uses traditional statistical/econometric methods as well as NLP/ML techniques for model development.
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.