Valuation Risk Controller - Structured Rates

  • Competitive
  • Budapest, Budapest fovaros, Hungary
  • Permanent, Full time
  • Morgan Stanley
  • 23 Oct 17 2017-10-23

See job description for details

Morgan Stanley is a global financial services firm and a market leader in investment banking, securities, investment management and wealth management services.
We are looking for

Structured Rates Valuation Controller

For our Budapest Office

The Morgan Stanley Valuation Review Group is part of the firm’s Finance organization (Financial Control Group). The team that has been existing in Budapest since 2007 is an integrated and vital part of the global operation as they represent 60% of the entire global team.

Tasks and Responsibilities

Monthly independent valuation of the global Structured Rates portfolio using external data sources

Working with exotic interest rates derivatives, such as caps, floors, swaptions, CMS, digital and barrier options, hybrids, inflation products

Preparing summaries on review results for senior finance executives and the trading desks

Enhancing and streamlining existing working processes

Understanding global financial markets, following up market movements and understanding impact on the business

Project work as required on new systems and functionality enhancements


Ability to assimilate complex information quickly

Strong finance background as well as knowledge of Structured Rates products

Ability to identify, analyze, condense, and articulate complicated ideas and findings clearly and succinctly

Advanced Microsoft Office skills, particularly in Excel

Fluency in English

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.