FRTB Market Risk Portfolio Analysis Associate

The role will reside within the Firm Risk Management’s Market Risk Department (MRD) which is a team dedicated to providing governance and oversight of all market risk arising from the Firm’s business activities. The successful candidate will provide coverage for a suite of regulatory deliverables with a focus on Fundamental Review of Trading Book (FRTB) Program. Based in Budapest, this individual will report to FRTB Program manager in Enterprise Risk Management. The role involves working with a variety of business units and control groups across the organization on the monitoring of FRTB.

Morgan Stanley Budapest is an integral part of the Firm’s global critical business functions including Technology, Finance, Risk, Institutional Securities and Wealth Management. Morgan Stanley has been rooted in the Budapest community since 2006 and is considered a leading employer among the area’s highly skilled talent. Our innovative team delivers deep technical and mathematical expertise to support the Firm’s capabilities in quantitative analysis, data analysis, and risk management. We are relentless collaborators and creative thinkers, fueled by our diverse backgrounds and experiences. We believe in empowering individuals to advance their careers through exposure to innovation, hands-on collaboration and enriching learning and development opportunities.

We offer:
-A competitive salary and eligibility for annual bonus
-Flexible working arrangements (core hours and opportunity to work from home)
-The ability to grow and shape your own career
-Continued professional development based on your career interests
-Inclusive and welcoming environment
-Opportunity to learn about how quantitative modeling techniques are applied to financial products and markets·

You will:
-Identify and analyze risk across all business areas and asset classes
-Perform analysis and commentary on market risk exposures applicable to FRTB Market Risk Capital rules for senior management
-Continuously monitor financial markets and economic conditions to identify emerging risks that could impact the firm
-Engage and build relationships with colleagues across the firm to develop an understanding of risk issues that could affect the firm
-Lead projects, coordinate ad-hoc analysis, and serve as a key point of contact across market risk stakeholders
-Produce documentation and presentations, including Steering Committee materials to effectively communicate key FRTB information to senior management and regulators

About us:
Morgan Stanley provides a superior foundation for building a professional career - a place to learn, grow and achieve. You will be exposed to a truly international and multi-cultural environment that appreciates and respects who you are as a person. 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.
 

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WHAT YOU CAN EXPECT FROM MORGAN STANLEY:

We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. 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. At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. 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.

Certified Persons Regulatory Requirements:
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? 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 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.