Market Risk Analyst in Portfolio Team Market Risk Analyst in Portfolio Team …

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

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. The Risk Management Division is responsible for the independent identification, analysis, reporting and escalation of all market, credit and operational risk exposures arising from the Firm’s business activities, acting independently of business management and providing an effective challenge process.

We offer:
- A competitive salary and eligibility for annual bonus
- 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

You will:
- Using knowledge of financial products and their risk representation, work independently and with other teams to ensure that risks are accurately captured and represented in the VaR and IRC models.
- Enhance the quality of portfolio risk, VaR and IRC analysis communicated to risk managers, business units, senior management and local regulators
- Understand the portfolio across the different asset classes in different Legal Entities and Firm level
- Monitor risk limits and follow governance related to high limit usage and excesses
- Design, develop and maintain tools for reporting and analysis



Qualifications:


You have:
- Solid academic background
- Desire to learn about and understand financial markets, risk management concepts and models, financial products
- Attention to detail and prioritization skills to balance daily deadlines with timely implementation of strategic projects
- Ability to build good working relationships across a number of different areas and regions
- Basic familiarity with handling and analyzing large datasets on at least one platform such as Excel, MatLab, R, Python, VBA or SQL
- Proficiency in written and verbal communication (in English)

Team Profile: The portfolio team oversees risk representation across different asset classes and different business areas. The team produces reports for the Market Risk Department and other key stakeholders i.e. Regulators and Firm Risk Management.

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. Our state-of-the-art offices in the City Centre have been designed to maximise collaboration.

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.

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