Credit Risk Analyst to the Capital Team

  • Competitive
  • Budapest, Budapest fovaros, Hungary
  • Permanent, Full time
  • Morgan Stanley
  • 19 Sep 17

See job description for details


Credit Risk Management is an independent risk oversight function. It is charged with managing and overseeing the counterparty credit risk profile of the Institutional Securities Business. Credit Risk Management’s specific responsibilities include evaluating and rating the credit risk of counterparties, establishing and managing counterparty credit risk limits, evaluating credit risk transactions and approving, rejecting or modifying them as appropriate.

Position Summary

The credit capital function, which is part of the Risk Management Department, is responsible for the calculation and analysis of regulatory credit capital and for providing reports to the Credit Risk Department as well as other key stakeholders i.e. Regulators and Firm Risk Management.

Job Description

- Production of daily/monthly Basel III credit risk capital adequacy calculations
- Capital impact analysis
- Understanding of data/methodology issues
- Participation in ongoing compliance of regulation
- Ad hoc analysis and regulatory data requests
- Participation in project work and assistance with project management for major deliverables
- Collaboration with other departments, such as Finance, Operations, IT, etc.



Qualifications:


Skills required

- Bachelor’s degree or equivalent in a quantitative discipline such as finance, economics, mathematics
- Strong analytical, problem solving, and organizational skills
- Financial markets and product knowledge
- High level understanding of credit risk
- Excellent written and verbal communication skills
- Strong interpersonal skills and a commitment to teamwork
- Ability to prioritize and manage multiple competing objectives

Skills desired

- Working knowledge of Excel VBA is advantageous
- Familiarity with SQL is advantageous
- Familiarity with Basel 3 capital rules