Risk Analytics - Quantitative Analyst

How can models and analytical tools give actionable insight into where risk is concentrated? As a quantitative analyst in the Risk Analytics team, you will have an opportunity to understand: how models are used for quantifying risk and how model results feed into capital management for regulatory and internal risk management purposes or (quantitative modeling)how cutting-edge technologies, such as AI/ML, can be leveraged for risk management purposesWe offer:

Flexible working arrangements (core hours and opportunity to work from home)Opportunity to learn about how quantitative modeling techniques are applied to financial products and marketsInclusive and welcoming environmentA competitive compensation, contract via a third-party agencyContingent/Leased assignment working onsite at Morgan StanleyYou will: Collaborate and interact with risk managers, model reviewers or other internal and external stakeholdersCollaborate with teams across the globeYou will also (quantitative modeling only):

Conduct and/or coordinate research, development and implementation of risk modelsConduct and/or manage a project team to performEconometric analyses to support methodology developmentBacktests, stress tests, scenario analyses and sensitivity studiesOn-demand analyses of model changesData analyses for various purposesParticipate in designing and developing analytical tools that serve risk management goalsYou will also (development of AI/ML based solution only): Design and implement cutting-edge software libraries/APIs, development and execution environments for quantitative model developers and risk managersDesign AI tools that enhance the efficiency of the Firm’s risk management processes and help risk managers to gain new insightsYou have:

A degree in a quantitative field such as Finance, Economics, Mathematics, Mathematical Finance, Physics or EngineeringA thorough knowledge of mathematics and statistics and an internal drive to challenge and improve models with quantitative methodsProficiency or a strong interest towards learning coding and sql (Python experience is an advantage)Clear thinking, good business sense and judgmentGenuine and broad interest in financial markets and derivativesStrong interpersonal and communication skillsExcellent command of English both written and verbalYou also have (development of AI/ML based solution only):

Strong software design and development skills in one or more modern mainstream languages (Python, Java, C++, C#)Team Profile: The Risk Analytics team has global responsibility to develop and maintain scenario design, credit, and market models and analytical solutions for the management of credit and market risk exposure arising from the Firm’s business activities. The group also provides support for internal clients with quantitative analyses and solutions. About us: Morgan Stanley is a global financial services firm and a market leader in investment banking, securities, investment management and wealth management services.

At Morgan Stanley Budapest, we are shaping 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, Operations and Data & Analytics from our new state-of-the-art offices near the Danube and our City Gate office in the heart of the city center.