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uk: Model Risk Management (Traded Risk) - Vice President

             
Apr
26
Morgan Stanley; London, United Kingdom
Conduct model validation for market risk models (VaR/Stressed VaR/Risks not in VaR/FRTB) by challenging model assumptions, mathematical formulation, and implementation; Conduct independent testing to assess model accuracy and robustness under different scenarios and market conditions; Assess and qua...      Masters or Ph.D. degree (or equivalent) in Finance, Economics, Mathematics, Physics, Engineering, or a related quantitative field; In-depth knowledge of mathematical finance, derivative pricing, and numerical techniques; The ideal candidate has strong experience with market risk models gained at a f...

hu: Market Risk Methodology Quantitative Analyst

             
Apr
26
Morgan Stanley; Budapest, Hungary
Participate in the FRTB program, be up-to-date with new regulations around minimum capital requirements for market risk; Have a comprehensive knowledge about FRTB requirements, contribute to the implementation of processes related to FRTB IMA; Work closely together with senior management; Organize t...      A degree in a quantitative field such as Finance, Economics, Mathematics, Mathematical Finance, Physics or Engineering; Excellent Microsoft Office skills; Reliable, precise and detail-oriented working attitude; Strong interpersonal and communication skills, collaboration and problem-solving skills; ...

uk: Model Risk Management (IMM) - Vice President

             
Apr
24
Morgan Stanley; London, United Kingdom
Lead Model Validation activities for the IMM model suite, including prioritization of the Book of Work for the team; Conduct independent testing to assess model accuracy and robustness under different scenarios and market conditions, including, where appropriate the evaluation of developer documenta...      Masters or Ph.D. degree (or equivalent) in Finance, Mathematics, Physics, or a related quantitative field; The ideal candidate has strong experience with counterparty credit risk modelling framework gained at a financial institution, including experience facing regulatory requests; The ability to ef...

uk: Risk Analytics - Associate

             
Apr
24
Morgan Stanley; London, United Kingdom
Development, enhancement and maintenance of market risk capital forecasting models under stress scenarios to ensure ongoing appropriateness and adaptations to new regulations (e.g. FRTB); Contribution to key regulatory deliverables and programs (e.g. FRTB) as well as analysis and interpretation of k...      MSc or equivalent in a quantitative subject (such as quantitative finance, statistics/mathematics, sciences or engineering); Deep understanding of quantitative risk including good knowledge of financial products and their risk representation; Demonstrable experience in delivering enhancements to ris...

hu: Model Risk Analyst

             
Apr
24
Morgan Stanley; Budapest, Hungary
Review, test, challenge and build independent benchmarks for statistical models used in stress testing and risk management; Interact with a diverse group of global stakeholders from various areas of the Firm; Produce written model review reports; Conduct real-time analyses of model performance in re...      At least a Bachelor’s degree in Economics, Mathematical Finance, Mathematics, Physics, Engineering, Statistics or a related quantitative field (Master’s or Ph.D. is an advantage); Genuine and broad interest in financial markets, data and modelling; internal drive to spot, challenge and fix poten...

hu: Risk Capital Analyst

             
Apr
22
Morgan Stanley; Budapest, Hungary
Learn about Risk Weight Assets calculations and capital requirements; Be involved in Stress RWA analysis/review; Develop and maintain reports and analysis tools focusing on capital charge; Take part in projects focusing on the implementation of new requirements from the regulator or senior managemen...      Bachelor’s or higher degree in a quantitative field such as Finance, Economics and Mathematics; General financial product and market knowledge; 5+ years of relevant work experience in the financial industry, preferably in risk management, treasury capital management or regulatory reporting

de: Risk Analytics Vice President

             
Apr
19
Morgan Stanley; Frankfurt, Germany
In conjunction with the global Risk Analytics team, support in the development of IMM, IRB and IMA risk models and model enhancements specific to the European requirements; Ongoing monitoring and evaluation of the performance and compliance of the internal risk models in line with internal and regul...      MSc, PhD or equivalent in a quantitative subject (such as mathematics, physics, finance, economics or engineering); Solid knowledge of regulatory requirements for internal capital models and developments, in particular those emanating from Basel and European regulatory authorities; Strong understand...
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