Interest Rate Risk Expert

  • Competitive
  • Budapest, Budapest fovaros, Hungary
  • Permanent, Full time
  • Morgan Stanley
  • 17 Feb 18 2018-02-17

See job description for details

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.

We are looking for
Interest Rate Risk Expert
in our Budapest Office

Corporate Treasury provides corporate finance advisory services to senior management and the business units, maintaining the Firm's liquidity, optimizing its capital base, coordinating its relationships with rating agencies, lenders and creditors, managing the Firm's foreign exchange and interest rate exposure, and accessing multi-currency short- and long-term financing.

Responsibilities include:

  • Measure, monitor, and report the Firm’s interest rate risk in the banking book
  • Attribute net interest income (NII) sensitivity (e.g. balance sheet position changes, market rates, etc.)
  • Analyze and understand the drivers of variance between modeled interest income / expense and actual income / expense
  • Provide support in stress testing key model assumptions and scenario analysis
  • Coordinate, delegate and oversee tasks of junior team members


Skills Required:
  • Bachelor’s degree in Finance or Economics
  • At least 3 years of experience in an analytical role
  • Excellent English verbal and writing skills
  • Experience with market risk or with asset-liability management software desirable but not required
  • Ability to learn new applications and software
  • Strong MS Excel skills
  • Experience with Banking/Market Risk/ALM
  • People management experience is an advantage

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.