Kategória: Munka, állás
Honlap:
Részletek...We are seeking an XVA Market Risk Manager to join our Market Risk Department, based in Budapest. As a member of our Market Risk Team, you will be involved in the identification, analysis, reporting and escalation of market risk exposures arising from business activities. In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyse and monitor risks and lead key regulatory initiatives. Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and innovating to better serve our clients and our communities in more than 40 countries around the world. What you'll do in the role: * Join EMEA XVA Coverage team which oversees the risk of Firm's CVA (Credit Valuation Adjustment), FVA (Funding Valuation Adjustment), and other XVAs * Monitor live financial markets and assess the market impact on Morgan Stanley's portfolio, gaining valuable insight into market dynamics * Develop strong expertise in risk management, including products, models, macroeconomics and trading flows of main market participants * Review limit and reporting frameworks to ensure appropriateness considering risk appetite, business strategy and market conditions * Gain in-depth knowledge of Stress Testing and VaR framework, and economic drivers * Collaborate directly with a diverse set of stakeholders such as other risk managers, stress testing teams, traders, quantitative analysts, IT personnel across Budapest, New York, London, Frankfurt, Paris, Mumbai, Hong Kong and Singapore What you'll bring to the role: * Bachelor's degree or higher in finance, mathematics, science, economics, or a related discipline * Strong understanding of financial products and risk management concepts, including Financial Greeks and Value at Risk (VaR) * Technical proficiency in data analysis; experience with Python or SQL is advantageous * Excellent written and verbal communication skills * Ability to prioritize and manag...
