Market Risk Analyst – Middle Office

  • Competitive
  • Budapest, Budapest fovaros, Hungary Budapest Budapest fovaros HU
  • Permanent, Full time
  • Morgan Stanley
  • 19 Mar 18 2018-03-19

See job description for details

Risk Management

The cornerstone of Morgan Stanley’s risk management philosophy is the execution of risk-adjusted returns through prudent risk-taking that protects Morgan Stanley’s capital base and franchise. Risk Management protects the firm from exposure to losses resulting from defaults by our lending and trading counterparties.

Department Profile:

The Morgan Stanley Market Risk Department (MRD) seeks a professional for a Budapest-based market risk role. MRD provides independent risk management oversight across trading and investment activities conducted by the Firm.
The individual will report to the Budapest Data Quality Lead covering a diverse range of responsibilities related to the management of data quality issues for stress testing and market risk information. Activities are expected to include weekly stress testing data risk review, work on UK regulatory submissions, automation of tools and information, and work on stress testing improvements. The role will entail significant attention toward initiatives related to recent U.K. regulatory priorities.
To be successful, candidates will need relevant experience, a strong desire to learn, and the ability to work on a small multidisciplinary team. The role requires good oral and written communication for coordinating effective operation between many regions, businesses, and technology groups. Timeliness, diligence, and accuracy are key qualities necessary for the role.


• Participating in weekly stress testing data quality reviews
• Performing business analysis on risk systems and processes and to identify improvements
• Recognizing and executing on opportunities to increase automation
• Coordinating with technology groups on the development of risk systems and data standards
• Strategic project work to facilitate effective market risk management
• Engaging stress testing risk coverage teams to identify and resolve risk issues affecting MRD output
• Liaising with data quality working groups for projects across the Firm
• Tracking timeliness, accuracy, and completeness of risk data


Skills Required:

• Understanding of fundamental risk management concepts
• Strong communication skills
• Strong proficiency with technology, particularly databases and SQL
• Academic achievement in a relevant discipline
• Experience in a risk or technology-related function

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize 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.