Interest Rate Risk Expert

Budapest, Hungary
Not disclosed
04 May 2021
18 May 2021
Approved employers
Approved employer
Contract type
Full time


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

We offer:

  • Work in the Finance department of one of the world’s top tier Financial Institutions and gain first-hand insight into the business
  • A competitive salary and eligibility for annual bonus
  • Open minded and welcoming environment, where your ideas are taken seriously
  • Continued professional development based on your career interests
  • The ability to grow and shape your own career

You will:

  • Measure, monitor, and report the Firm’s interest rate risk in the banking book using QRM application
  • Attribute Net Interest Income (NII) sensitivity (e.g. balance sheet position changes, market rates, etc.)
  • Analyse and understand the drivers of variance between modeled interest income / expense and actual income / expense
  • Provide support in stress testing key model assumptions and scenario analysis
  • Supporting the global teams with information and analyses they need on the Firm’s interest rate positions
  • Participate on model update and data development related projects
  • Produce ad hoc deliverables and management reporting


You have:

  • Strong, analytical, and problem solving skills
  • Bachelor’s degree in Finance or Economics 
  • Excellent English verbal and writing skills 
  • Ability to learn new applications and software
  • Strong MS Excel skills
  • Familiarity with Banking/ Market Risk/ Asset-Liability Management (ALM)
  • Experience with Market Risk or ALM related software is an advantage
  • VBA knowledge is advantage

Team Profile: Corporate Treasury provides corporate finance advisory services to senior management and the business units, maintaining the Firm's liquidity, optimizing its capital base, coordinating its relationships with rating agencies, lenders and creditors, managing the Firm's foreign exchange and interest rate exposure, and accessing multi-currency short- and long-term financing.

About us: Morgan Stanley is a global financial services firm and a market leader in investment banking, securities, investment management and wealth management services. At Morgan Stanley Budapest, we are shaping 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, Operations and Data & Analytics from our new state-of-the-art offices near the Danube and our City Gate office in the heart of the city center.

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 maximise 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.

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

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