Market Risk Portfolio Associate
2 days ago• Budapest, Hungary
We're seeking someone to join our team as a Market Risk Portfolio Associate.
The Portfolio Team in Market Risk understands risk representation across different asset classes and different business areas. The team produces reports for the Market Risk Department and other key stakeholders i.e. Regulators and Firm Risk Management.
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:
- Do detailed analysis of VaR/SvaR/IRC and their inputs for different portfolios of the firm
- Understand risk profile of fixed income and equity products across different trading desks
- Do what if analysis to find the VaR or IRC impact on different businesses or enitites
- Validate, monitor and control market risk exposures applicable to FRTB Market Risk Capital
- Communicate and present risk analysis to senior management in the market risk department
- Work independently as well as with other teams to ensure risks are represented accurately in the risk models, and in onboarding evolving Basel requirements
- Take part in the design, development and maintenance of tools for reporting and analysis
What you'll bring to the role:
- Solid academic background and strong interpersonal skills
- Basic knowledge of Option Greeks, VaR methodology, Rates, FX, Equity Products and their Derivatives
- Desire to learn about and understand financial markets, risk management concepts and models
- Attention to detail and prioritization skills will be key in balancing daily deadlines with timely implementation of strategic projects
- Ability to build good working relationships across a number of different areas and regions
- Basic familiarity with handling and analyzing large datasets is favorable on at least one platform such as Excel, MatLab, R, Python, VBA or SQL
- Proficient in written and verbal communication (in English)
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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 t his 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.
Client-provided location(s): Budapest, Hungary
Job ID: Morgan-PT-JR017969
Employment Type: FULL_TIME
Posted: 2025-10-16T18:36:20
Perks and Benefits
Health and Wellness
- Health Insurance
- Dental Insurance
- Vision Insurance
- Life Insurance
- Short-Term Disability
- Long-Term Disability
- Fitness Subsidies
- On-Site Gym
- Pet Insurance
- Mental Health Benefits
- FSA
- Virtual Fitness Classes
- HSA
Parental Benefits
- Fertility Benefits
- Adoption Assistance Program
- Family Support Resources
- Return-to-Work Program
- Birth Parent or Maternity Leave
- Non-Birth Parent or Paternity Leave
- Adoption Leave
Work Flexibility
- Hybrid Work Opportunities
Office Life and Perks
- Commuter Benefits Program
- Company Outings
- On-Site Cafeteria
- Holiday Events
Vacation and Time Off
- Paid Vacation
- Paid Holidays
- Leave of Absence
- Volunteer Time Off
- Personal/Sick Days
Financial and Retirement
- 401(K) With Company Matching
- Stock Purchase Program
- Performance Bonus
- Relocation Assistance
- Financial Counseling
Professional Development
- Tuition Reimbursement
- Promote From Within
- Mentor Program
- Access to Online Courses
- Lunch and Learns
- Work Visa Sponsorship
- Leadership Training Program
- Associate or Rotational Training Program
- Internship Program
Diversity and Inclusion
- Diversity, Equity, and Inclusion Program
- Employee Resource Groups (ERG)