Morgan Stanley is seeking an experienced Associate to join their Counterparty Stress Testing team within the Credit Risk Department in Budapest. The ideal candidate will support portfolio-level counterparty credit risk analysis, conducting stress loss assessments and collaborating across Risk and Business teams.
The primary responsibilities include producing weekly portfolio level counterparty stress loss analysis of firm macro scenarios, analyzing potential vulnerabilities of the Firm based on loss projections under different financial scenarios, and participating in execution of ad-hoc stress testing exercises.
The role requires solid academic background in a quantitative discipline, strong knowledge of Risk Management or Finance, familiarity with financial products generating Counterparty Credit Risk, and ability to handle large datasets. Candidates should have excellent Excel skills, with additional fluency in VBA or SQL being advantageous.
Morgan Stanley offers a competitive benefits package including annual bonus potential, flexible working arrangements, extensive training opportunities, and a dynamic international team environment centered on diversity and inclusion. The role provides an opportunity to work in a world-class financial institution with exposure to innovative projects related to data analysis, visualization, and process automation.
