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Job Details

Morgan Stanley logo
Bulge Bracket Investment Banks

SSG Modelling Strategist

at Morgan Stanley

ExperiencedNo visa sponsorship

Posted 17 days ago

No clicks

The Corporate Credit SSG Modelling Strategist in Budapest will develop and maintain the core pricing analytics library for the Special Situations Group, addressing market-driven and regulatory modelling changes. The role requires collaboration with technology teams for scalable implementation and close work with model owners, developers and the model review team. Candidates should hold an advanced quantitative degree, have 3-5 years' relevant experience, strong analytical and coding skills (Java/C++/Python/Scala), and preferably experience with credit products and risk/PnL/capital analytics.

Compensation
Not specified

Currency: Not specified

City
Budapest
Country
Hungary

Full Job Description

The Corporate Credit business is looking for a modelling strategist, located in Budapest.

The strategist will be part of the modelling team responsible for the development and maintenance of the core pricing analytics library, focusing support on the Corporate Credit Special Situations Group (SSG), globally. The strategist is expected to be highly involved in modelling developments driven market changes and regulatory requirements.

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:

  • Develop and enhance quantitative models in the Corp Credit business, focusing on the Special Situations Group business

  • Collaborate with technology teams for scalable implementation of quantitative models

  • Work closely with model owners, developers, and the model review team

  • Professional development opportunities including access to Morgan Stanley’s internal training

  • Supportive and vibrant multinational environment

What you'll bring to the role:

  • Advanced degree (PhD, Masters or equivalent) in a quantitative field such as mathematics, statistics, physics, computer science and engineering

  • 3-5 years of relevant work experience

  • Highly analytical with strong quantitative skills

  • Coding experience in Java/C++/Python/Scala in a large object-oriented codebase is preferred

  • Confident command of English, strong verbal and written communication skills

  • Product and modelling experience on credit cash and derivatives preferred

  • Experience in Risk / PnL Attribution / Value-at-Risk / Capital model analytics is preferred

#LI-NB1 #LI-hybrid #BPMM

WHAT YOU CAN EXPECT FROM MORGAN STANLEY:

At Morgan Stanley, we raise, manage and allocate capital for our clients – helping them reach their goals. We do it in a way that’s differentiated – and we’ve done that for 90 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 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.

Job Details

Morgan Stanley logo
Bulge Bracket Investment Banks

17 days ago

clicks

SSG Modelling Strategist

at Morgan Stanley

ExperiencedNo visa sponsorship

Not specified

Currency not set

City: Budapest

Country: Hungary

The Corporate Credit SSG Modelling Strategist in Budapest will develop and maintain the core pricing analytics library for the Special Situations Group, addressing market-driven and regulatory modelling changes. The role requires collaboration with technology teams for scalable implementation and close work with model owners, developers and the model review team. Candidates should hold an advanced quantitative degree, have 3-5 years' relevant experience, strong analytical and coding skills (Java/C++/Python/Scala), and preferably experience with credit products and risk/PnL/capital analytics.

Full Job Description

The Corporate Credit business is looking for a modelling strategist, located in Budapest.

The strategist will be part of the modelling team responsible for the development and maintenance of the core pricing analytics library, focusing support on the Corporate Credit Special Situations Group (SSG), globally. The strategist is expected to be highly involved in modelling developments driven market changes and regulatory requirements.

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:

  • Develop and enhance quantitative models in the Corp Credit business, focusing on the Special Situations Group business

  • Collaborate with technology teams for scalable implementation of quantitative models

  • Work closely with model owners, developers, and the model review team

  • Professional development opportunities including access to Morgan Stanley’s internal training

  • Supportive and vibrant multinational environment

What you'll bring to the role:

  • Advanced degree (PhD, Masters or equivalent) in a quantitative field such as mathematics, statistics, physics, computer science and engineering

  • 3-5 years of relevant work experience

  • Highly analytical with strong quantitative skills

  • Coding experience in Java/C++/Python/Scala in a large object-oriented codebase is preferred

  • Confident command of English, strong verbal and written communication skills

  • Product and modelling experience on credit cash and derivatives preferred

  • Experience in Risk / PnL Attribution / Value-at-Risk / Capital model analytics is preferred

#LI-NB1 #LI-hybrid #BPMM

WHAT YOU CAN EXPECT FROM MORGAN STANLEY:

At Morgan Stanley, we raise, manage and allocate capital for our clients – helping them reach their goals. We do it in a way that’s differentiated – and we’ve done that for 90 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 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.