Senior Quantitative Model Controller - Equities

  • Competitive
  • Budapest, Budapest fovaros, Hungary
  • Permanent, Full time
  • Morgan Stanley
  • 21 Feb 18 2018-02-21

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 currently looking for
Senior Quantitative Model Controller - Equities
for our Budapest Office

The Morgan Stanley Valuation Review Group, as part of the firm's Finance organization, provides an independent valuation control across the entire spectrum of financial instruments within the. Products range from plain-vanilla to the most complex structured derivative transactions. The team leverages its diverse quantitative skill set and product expertise to act as a guardian for the firm's books and records. The Model Control team within VRG evaluates the quantitative pricing models used to value firm!s positions that they are compliant with Firm model control standards and appropriate to value products for the Firm's books and records. The team is fully integrated globally with members working from the Budapest, London and New York office. The breadth and the scope of the products and methodologies involved provides a unique career opportunity at a global investment bank.

What we offer:

  • Personal development opportunities
  • Variety of training opportunities (technical, soft-skill, language and business knowledge)
  • Excellent corporate benefits, including unique long-term saving options
  • Firm organized social and professional events
  • Volunteering opportunities to give back and invest in the future of our communities
  • Exposure to a wide range of exotic derivatives product at a global investment bank

What you will do:
  • As a member of the global model control team assess the valuation methodologies, test valuation tools, identify and resolve valuation issues and discrepancies
  • Participate in regulatory projects
  • Coordinate the work of junior team members
  • Interface with key senior stakeholders (both on finance and business side), governing bodies and business partners


You have:
  • Knowledge of financial markets and derivatives
  • Strong inter-personal skills in order to interact confidently with Business Unit, Trading Strategists, Finance senior management, and the Market Risk Department
  • Previous working experience with derivatives products.
  • Strong technical background and knowledge of statistics
  • Knowledge of Python, VBA and/or R

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.