Stress Testing Portfolio Analyst

Stress Testing Portfolio Analyst

Job Number:

3250142

POSTING DATE: Apr 23, 2024 PRIMARY LOCATION: Europe, Middle East, Africa-Hungary-Budapest-Budapest EDUCATION LEVEL: Bachelors Degree JOB: Risk COO EMPLOYMENT TYPE: Full Time JOB LEVEL: Associate

DESCRIPTION

What aspects of life are not subjects to risk? Are you a risk taker or a risk averse? As a risk analyst, in our risk management department, you will gain insights into global capital management for regulatory and business purposes. We offer

• The chance to work in the Risk department of one of the worlds top tier Financial Institutions and gain first-hand insight into our business
• A competitive compensation and benefit package
• Flexible working arrangements: core hours and opportunity to work from home 50% of the month
• Professional development opportunities including access to Morgan Stanleys world-class internal trainings, financial and study-leave support for selected professional qualifications
• Support in your career development by providing mentoring opportunities
• A supportive, vibrant, and open-minded multinational environment, where your ideas are taken seriously. We accept individual differences and believe in teamwork
• Different roles from Analyst to VP level based on prior experience

You will:

• Analyze the Banks’ stress loss results and work with stakeholders to understand key stress loss drivers and variances over time
• Lead periodic review and analysis of the Banks’ stress loss limits
• Produce documentation and presentations to effectively communicate key information to senior Bank management and regulators
• Periodically evaluate complex stress testing model methodologies
• Work with stakeholders across teams in FRM and other areas to ensure adherence to regulatory guidance and best practices
• Develop and update stress testing policies and procedures, taking into account current regulatory expectations and Bank practices
• Develop methods and tools to enhance governance and increase efficiencies of various Bank stress testing processes
• Support various ad-hoc requests from senior management

QUALIFICATIONS

You have:

• Bachelor’s or higher degree in a quantitative field such as Finance, Economics and Mathematics
• 3-6 years of relevant experience
• Attention to detail and ability to prioritize projects and workload
• Experience working under pressure and performing to tight deadlines
• Strong interpersonal and communication skills, written and verbal
• Proficiency with Excel, PowerPoint
• Knowledge of common statistical packages (SQL, VBA, R) a plus

Team: The role will reside within the Firm Risk Management’s Stress Testing Portfolio Team to support the market and credit risk stress testing programs in the US Bank Legal Entities (MSBNA and MSPBNA, collectively referred to as the Banks). Focus areas include capital stress testing, stress loss limit calibration, and monitoring stress losses against Bank limits.
The role involves working with a variety of business units and risk professionals across the organization. This position offers opportunities to gain exposure to all aspects of stress testing and capital planning and to senior risk managers. The group works in close collaboration with subject matter experts in Market Risk, Credit Risk, Capital, Risk Analytics, Reporting and Model Risk Management, as well as other departments within the Firm.

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. BPDBA

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.

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