FRTB Market Risk Portfolio Analysis Associate

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.

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.

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 whom 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 morganstanley.hu or LinkedIn for more information.

You have:
-Candidate must have a bachelor’s degree and a minimum of 2-3 years of experience; FRM certificate is a plus
-Curiosity and self-motivation to develop expertise in financial products, markets, and risk management practices
-Understanding of risk management concepts such as scenario analysis, VaR, stress testing, risk measures/greeks, and regulatory capital frameworks
-Strong proficiency with a variety of technology tools, including analyzing large data sets using tools such as Excel, SQL, and Python
-Highly developed oral and written communication skills which can be used to prepare and present risk information to a variety of audiences
-Attention to detail, project management and prioritization skills will also be key in balancing daily deadlines with timely implementation of strategic projects
-Product knowledge in Fixed Income and/or Equity products is a plus
-FRM is committed to creating and providing opportunities that enable our workforce to reflect diverse backgrounds and views

--Strong proficiency with a variety of technology tools, including analyzing large data sets using tools such as Excel, SQL, and Python

#BPDBA BPREP

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 85 years. At our foundation are five core values — putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back — that guide our more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find trusted colleagues, committed mentors and a culture that values diverse perspectives, individual intellect and cross-collaboration. We Firm is differentiated by the caliber of our diverse team. While our company culture and commitment to inclusion define our legacy and shape our future, helping to strengthen our business and bring value to clients around the world. Learn more about how we put this commitment to action: morganstanley.com/diversity. 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.

We're committed to bringing passion and customer focus to the business.

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.