XVA Market Risk Analyst at Morgan Stanley

Budapest, Central Hungary, Hungary -

Full Time

Start Date

Immediate

Expiry Date

24 Feb, 26

Salary

0.0

Posted On

26 Nov, 25

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Risk Management, Financial Products, Data Analysis, Communication Skills, Interpersonal Skills, Stress Testing, VaR Framework, Trading Flows, Macroeconomics, Quantitative Analysis, IT Skills, Limit Frameworks, Reporting Frameworks, CVA, FVA, Emerging VAs

Industry

Financial Services

Description

Be part of the Global XVA Coverage team which oversees the firm's CVA (Credit Valuation Adjustment), FVA (Funding Valuation Adjustment) and other related/emerging VAs on the firm's counterparty Review limit and reporting frameworks to ensure appropriateness considering risk appetite, business strategy and market conditions Constantly develop expertise in risk management, including products, models, macroeconomics and trading flows of main market participants Develop strong expertise in Stress Testing and VaR framework, processes, and economic drivers Work directly with a diverse set of stakeholders such as other risk managers, stress testing teams, traders, quantitative analysts, IT personnel across Budapest, New York, London, Frankfurt, Paris, Mumbai, Hong Kong and Singapore - Bachelor's or higher degree in fields such as finance, economics, or similar - Strong knowledge of financial products, including familiarity with risk management concepts - Strong IT skills to facilitate data analysis - Excellent communication (both written and verbal) and interpersonal skills - Ability to prioritize and manage multiple competing objectives - Experience in trading or market risk department is a plus LI-hybrid #LI-JL01 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. 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

The XVA Market Risk Analyst will oversee the firm's CVA, FVA, and other related valuation adjustments while developing expertise in risk management. The role involves collaboration with various stakeholders across multiple global locations.