Market Risk Internal Model Backtesting Controller Market Risk Internal Model Backtesting Controller …

Morgan Stanley
in Budapest, Budapest fovaros, Hungary
Permanent, Full time
Be the first to apply
Morgan Stanley
in Budapest, Budapest fovaros, Hungary
Permanent, Full time
Be the first to apply
See job description for details

We Offer:
- International, open minded environment
- Competitive salary with room for improvement based on your merit
- Supporting environment to participate in professional qualifications
- A steep learning curve in market risk and capital adequacy
- Understanding of investment banking business

You Will:
- Support the Firm's Market Risk Internal Model Backtesting workflow
- Understand the regulatory requirements for capital adequacy from Market Risk perspective
- Investigate and analyze the drivers of P&L and its attribution to risk sensitivities that contribute to statistical exceptions in the Firm?s VaR model
- Liaising with Market Risk Department and Product Control to deliver management reporting to Risk and Finance leadership, and provide input to Regulatory Reporting calculations
- Participate in P&L cleansing logic updates and process development


You Have:
- Bachelor's or Master's degree in Finance or Economics
- Excellent English, verbal and writing skills
- Sound understanding of Market Risk and Profit Attribution Analysis
- Strong MS Office skills
- Openness to learn new IT applications

Team Profile:
The Regulatory Capital Calculation and related Management Reporting team, within the Finance department, is responsible for calculating Risk Weighted Asset to determine the Firm`s required capital level and to provide information to Business Unit management regarding their capital need to support strategic decision making.

About Us:
Morgan Stanley provides a superior foundation for building a professional career - a place for people to learn, achieve and grow. 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.

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.

Learn about our culture and the opportunities for professional growth at Morgan Stanley Budapest: Build a career with impact. Visit for more information.