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Internship program in Risk Management at Morgan Stanley, Budapest
Develop market risk models and support quantitative analysis within a multinational team.
In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyse and monitor risks and lead key regulatory initiatives. Since 1935, Morgan Stanley is known as a global leader in financial services, continuously evolving and innovating to better serve our clients and our communities in more than 40 countries around the world. Risk Management Internship Program Quantitative During this internship you will have the opportunity to get insight into how Risk Management is working at a top financial Firm. You will join the Risk Analytics or Model Risk Management teams and will be able to work in a flexible work arrangement, 20-40 hours per week. We offer a supportive and vibrant multinational environment in an inspiring international team, where you can experience a collaborative culture and continuous development opportunities. You can participate in the Firms networking events and you will have the opportunity to extend your internship or you may take a full-time offer upon graduation.
Roles and Responsibilities
- Develop, maintain and monitor the Firms market risk models (Value at Risk, Incremental Risk Charge and Comprehensive Risk Measure)
- Perform econometric analyses to support methodology development, conduct sensitivity studies, assess the model behavior and stability and perform back tests
- Develop models for portfolio analyses purpose, such as credit limit setting and loss reserve
- Perform independent review of pricing or risk models used by Morgan Stanley
Ongoing BSc or above studies in Mathematics, Physics, Finance or Economics Quantitative background, good analytical and numerical skills Solid probability knowledge Statistical skills especially in hypothesis testing, regression and discriminant analyses is a plus Fluency in English, both verbal and written
At Morgan Stanley, we raise, manage and allocate capital for our clients helping them reach their goals. We do it in a way thats differentiated and weve 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 - arent 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, youll 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. Theres 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.