Market Risk Methodology Quantitative Analyst Market Risk Methodology Quantitative Analyst …

Morgan Stanley
in Budapest, Budapest fovaros, Hungary
Permanent, Full time
Be the first to apply
Morgan Stanley
in Budapest, Budapest fovaros, Hungary
Permanent, Full time
Be the first to apply
See job description for details

Market Risk Methodology Quantitative Analyst

in our Risk Management Department

How can models give actionable insight into where risk is concentrated? As an analyst in the Market Risk Methodology team you will have an opportunity to understand how models are used for quantifying market risk and learn about capital management for regulatory and business purposes.

We offer:

A competitive salary
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

You will:

Participate in research, development and implementation of market 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


You have:

At least BSc 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 market risk methodology team has global responsibility for the management of all market 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 market risk models used for computing Value at Risk, Default Risk Charge, Expected Shortfall and other market 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.
Learn about our culture and the opportunities for professional growth at Morgan Stanley Budapest: Build a career with impact. Visit for more information.

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

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.