We offer:

　　A supportive and vibrant multinational environment, we accept individual differences and believe in teamworkEnriching challenges that provide opportunity for constant learning and advancementAn opportunity to learn the details of most of our financial modelsState-of-the-art offices in the City Centre that are designed to maximize collaborationAn environment which is leveraging technology to its highest potentialFlexible working arrangements (core hours and opportunity to work from home)Contingent/Leased assignment working onsite at Morgan StanleyContract via 3rd party agencyYou will:

　　Learn the details of pricing models used in our Interest Rate and Foreign Exchange businessDevelop and test model adequacy according to regulatory standardsTest and document risk measure adequacy according to regulatory standardsAssess and document model limitations, improve models to resolve themInvestigate market scenarios for various market crisis situationsCooperate with other developers around the globe.You have:

　　Advanced degree in a quantitative subject such as Mathematics, Physics, Computer Science, etc.Solid mathematical foundations and an interest in the financial industrySome programming experience (any language)Good communication skills in English.Team Profile:

　　The Regulatory Modeling team is part of the quantitative modeling organization of the Fixed Income Department in Budapest. It is working to fulfill regulatory requirements of financial pricing models.

　　One example is stress testing. The Regulatory Modeling team is involved in the firm’s annual stress testing exercise. The goal of this exercise is to assess the bank`s capital plan, in order to make sure that in the event of a market crisis the bank would have enough capital to cover losses. As part of stress testing, the bank calculates its loss on all positions under the given stress scenarios. This calculation is performed using financial pricing models – sophisticated code designed to value financial contracts. The Regulatory team tests, documents and improves these models and makes them usable in stress testing.

　　About us:

　　Morgan Stanley is a global financial services firm and a market leader in investment banking, securities, investment management and wealth management services.Throughout your contingent/leased assignment working onsite at Morgan Stanley, you will be exposed to a truly international and multi-cultural environment that appreciates and respects individuality. Our state-of-the-art offices in the City Centre have been designed to maximize collaboration.

　　At Morgan Stanley Budapest, we are helping to shape the future of our global business and contributing to our local community. Our team works across numerous areas, including Technology, Mathematical Modeling, Finance, Risk Management and Data & Analytics.

　　/Interested in flexible working opportunities?//Please speak to our recruitment team to find out if a flexible working agreement can be supported within this contingent/leased assignment./

　　/Whilst engaged on a contingent assignment onsite at Morgan Stanley you will be provided with a supportive and inclusive environment. Morgan Stanley’s 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./

　　Job: **

　　Title: Quantitative Analyst (Financial Modeling)

　　Location: Europe, Middle East, Africa-Hungary-Budapest-Budapest

　　Requisition ID: 3246022