• Quantitative Analyst (IMM Strats) Budapest
  • Morgan Stanley in Budapest, , Hungary
  • jobs
  • 2 weeks ago

jobs description

We offer:

- Vivid social life through committees and networks

- Regular volunteering opportunities and chance to give back

- A supportive and vibrant multinational environment, we accept individual differences and believe in collaborative team working

- Contingent/Leased assignment working onsite at Morgan Stanley

- Contract via 3rd party agency

You will:

- Build, transform and implement models for exposure calculations along all asset classes.

- Develop and implement ongoing monitoring and tracking methods for different key metrics.

- Support the risk management teams with information and analysis, executing investigation on unexpected or irregular behavior of market simulation or pricing models.

- Produce ad hoc deliverables and reporting materials.

You have:

- MSc. or PhD in mathematical finance, mathematics, physics, statistics, engineering, computer science, informatics or similar quantitative area.

- Solid mathematical foundations, especially probability theory and... statistics.

- Strong analytical and problem-solving skills.

- Genuine interest in finance, statistics, and software development.

- Self-motivated personality with high standards for quality of work and accuracy, and attention to details.

- Confident command of English.

- Ability and willingness to work with virtual teams across the regions contributing to common goals.

- Aptitude to work in a fast-paced, high energy level environment.

Team Profile:

Within the XVA Strat team, the IMM Strat team is responsible for providing support for counterparty Credit Risk Management and Capital teams, relating to the systems they are using shared with XVA Desk. The IMM Strat team in Budapest works closely with the New York and London offices.

About us:

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

Throughout your contingent/leased assignment working onsite at Morgan Stanley, 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 maximize collaboration.

At Morgan Stanley Budapest, we are helping to shape the future of our global business and contributing to our local community. Our team works across numerous areas, including Technology, Mathematical Modeling, Finance, Risk Management and Data & Analytics.

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
Budapest Hungary


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