drjobs Rating Analytics Quantitative Vice President

Rating Analytics Quantitative Vice President

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Job Location drjobs

Budapest - Hungary

Monthly Salary drjobs

Not Disclosed

drjobs

Salary Not Disclosed

Vacancy

1 Vacancy

Job Description

Rating Analytics Quantitative Vice President

Were seeking someone to join our team as a Rating Analytics Quantitative Vice President.

How can models and analytical tools give actionable insight into where risk is concentrated As a quantitative Vice President in the Rating Analytics team you will have an opportunity to understand how models are used for quantifying risk and how model results feed into capital management for regulatory and internal risk management purposes.

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 youll do in the role:

  • Conduct and/or coordinate research development and implementation of rating PD LGD and EAD models

  • Conduct and/or manage a project team to perform

  • econometric analyses to support methodology development

  • backtests stress tests and sensitivity studies

  • on-demand analyses of model changes

  • data analyses for various purposes

  • Collaborate and interact with risk managers model reviewers or other internal and external stakeholders

  • Collaborate with teams across the globe

What youll bring to the role:

  • A degree in a quantitative field such as Finance Economics Mathematics Mathematical Finance Physics Computer Science or Engineering

  • 5 years of relevant work experience

  • A thorough knowledge of mathematics and statistics and an internal drive to challenge and improve models with quantitative methods

  • Code development skills (Python is an advantage)

  • People / stakeholder management experience

  • Strategic mindset clear thinking good business sense and judgment

  • Strong interpersonal and communication skills

  • Excellent command of English both written and verbal

We offer:

  • A competitive salary and eligibility for annual bonus

  • Flexible working arrangements (core hours and opportunity to work from home)

  • Opportunity to learn about how quantitative modeling techinques are applied to financial products and markets

  • The ability to grow and shape your own career

  • Inclusive and welcoming environment

Team Profile: The Credit Ratings Analytics team has global responsibility to develop and maintain models and solutions for the management of all credit risk exposure arising from the Firms business activities.

#LI-HYBRID #LI-VR #BPMM

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 - arent just beliefs they guide the decisions we make every day to do whats best for our clients communities and more than 80000 employees in 1200 offices across 42 countries. At Morgan Stanley youll 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. Theres also ample opportunity to move about the business for those who show passion and grit in their work.

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.


Required Experience:

Chief

Employment Type

Full-Time

Company Industry

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