Market Risk Analytics Quantitative Manager at Morgan Stanley

Budapest, Central Hungary, Hungary -

Full Time

Start Date

Immediate

Expiry Date

10 Mar, 26

Salary

0.0

Posted On

10 Dec, 25

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Market Risk, Analytics, Quantitative Methods, Mathematics, Statistics, Model Development, Python, Stakeholder Management, Strategic Mindset, Communication Skills, Collaboration, Research, Implementation, Model Review, Problem Solving, Business Sense

Industry

Financial Services

Description

Conduct and/or coordinate research, development and implementation of the production capital models (VaR, RNIV) Collaborate and interact with risk managers, model reviewers or other internal and external stakeholders Collaborate with teams across the globe A degree in a quantitative field such as Finance, Economics, Mathematics, Mathematical Finance, Physics, Computer Science or Engineering 5+ years of relevant work experience A thorough knowledge of mathematics and statistics and an internal drive to challenge and improve models with quantitative methods Code development skills (Python is an advantage) People / stakeholder management experience Strategic mindset, clear thinking, good business sense and judgment Strong interpersonal and communication skills Excellent command of English both written and verbal Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work. To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser. If this role is deemed a Certified role and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks. Flexible work statement Interested in flexible working opportunities? Speak to our recruitment team to find out more. 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.

Responsibilities

Conduct and coordinate research, development, and implementation of production capital models such as VaR and RNIV. Collaborate with risk managers, model reviewers, and other stakeholders globally.