Valuation Risk Controller

Location
Budapest, Hungary
Salary
Not disclosed
Posted
06 Apr 2021
Closes
06 May 2021
Ref
3163389
Approved employers
Approved employer
Contract type
Permanent
Hours
Full time

DESCRIPTION

Given the continued spread of COVID-19 (coronavirus), all interviews will be conducted by phone or virtual connection to protect our candidates and employees.

Valuation Risk Analyst

We offer: 

  • Work in the Finance department of one of the world’s top tier Financial Institutions and gain first-hand insight into the Investment Banking business
  • Work with and obtain in-depth knowledge of a wide-range of financial products – from plain vanilla cash product to the most exotic structured derivatives products
  • Assist in driving process improvements projects, such as automation and innovation initiatives 
  • Engagement with the other offices globally, including New York, London, Hong Kong and Tokyo
  • A supportive and vibrant multinational environment, we accept individual differences and believe in teamwork
  • Contingent/Leased assignment working onsite at Morgan Stanley
  • Contract via a third-party agency

You will: 

  • Get exposure to one or more of these Asset Classes: Equity, Commodities, Credit, Lending and Interest- and FX rates 
  • Undertake monthly independent valuations of a global portfolio of financial assets using external data sources and internal models
  • Present to and communicate with traders regularly to convey valuation results and discuss marking methodologies 
  • Review valuation and risk models, while working closely with model developers
  • Enhance and streamline existing working processes 
  • Understand global financial markets, follow market movements and comprehend the impact on the portfolio and firm

ORGANIZATION

You have: 

  • Strong academics required, with preference for a quantitative discipline such as financial engineering, mathematics, physics, engineering or other technical field
  • Strong analytical and quantitative skills
  • Problem solving skills with which you can apply logical thinking to manage and prioritize competing tasks
  • The ability to be flexible and adapt quickly 
  • Strong attention to detail 
  • Curiosity and eagerness to engage in professional development
  • Fluency in English 

Team Profile: 

Morgan Stanley Valuation Control provide an independent valuation opinion across the entire spectrum of financial instruments within the firm's sales and trading inventory and proprietary investment portfolio, ranging from vanilla products to the most complex structured and derivative transactions. The team leverages its diverse quantitative skill set and intimate product expertise to act as a guardian and approver of valuation methodology. The group's key clients are senior trading management and senior Finance management.

The team is mandated to perform an independent valuation assessment on the diverse range of financial products. This process involves the certification of models and their valuation methodologies, testing for adherence to such methodologies, evaluating internal valuation marks against external benchmarks, identification and resolution of valuation discrepancies, and communicating a valuation assessment to senior management. The team is also involved in the continuous enhancements of the valuation control infrastructure with a view towards global and cross-product standardization. The Team has a requirement for a Contingent/Leased worker to assist their global team in the Budapest office.

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.

For further information, and to apply, please visit our website via the “Apply” button below.

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