Credit Risk Stress Testing Analyst
Morgan Stanley
Job Overview
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Job Description
Overview
Morgan Stanley is seeking a Credit Risk Stress Testing Analyst to join the Credit Risk Stress Testing team in Budapest. You will work on portfolio-level analysis, stress loss projections, scenario analysis and contribute to regulatory compliance exercises for the Institutional Securities Group.
Key Responsibilities
- Analyze potential vulnerabilities under various stress scenarios.
- Conduct scenario analysis and communicate results to senior management.
- Collaborate with Risk, Finance, IT, and Business teams.
- Drive process improvements through automation and analytics.
- Contribute to design of ad-hoc stress testing exercises.
Required Qualifications
- Degree in a quantitative discipline (economics, finance, statistics, mathematics, sciences, engineering, or business).
- Comfort with data analytics tools such as Excel.
- Fundamental understanding of financial products (Loans and Derivatives).
- Strong communication, analytical, and problem-solving skills.
- Proactive, adaptable, and eager to learn.
Preferred Skills
- SQL and VBA knowledge.
- Familiarity with regulatory frameworks (Basel, IFRS9, CCAR, EBA, Climate Risk).
About Morgan Stanley
Since 1935, Morgan Stanley has been a global leader in financial services, known for its commitment to innovation, excellence, and regulatory compliance. The Credit Risk Department is a key line of defense comprised of professionals with diverse backgrounds.
Additional Information
- Role based in Budapest.
- Flexible working arrangements available.
- Employee development and comprehensive benefits offered.
Key skills/competency
- Stress Testing
- Credit Risk
- Scenario Analysis
- Regulatory Compliance
- Portfolio Analysis
- Process Improvement
- Automation
- Data Analytics
- Excel
- Communication
How to Get Hired at Morgan Stanley
- Research Morgan Stanley's culture: Understand their mission, values, and recent news.
- Customize your resume: Highlight relevant risk management and analytics skills.
- Emphasize quant background: Detail your degree and data analytics proficiency.
- Prepare for technical interviews: Review stress testing and regulatory frameworks.
- Network effectively: Connect with current employees on LinkedIn.
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