Model Risk Quantitative Auditor, Director

2 weeks ago

London, Greater London, United Kingdom Parametricportfolio Full time

Morgan Stanley is seeking for a Model Risk Quantitative Auditor for its Internal Audit Department. Auditors evaluate the adequacy and effectiveness of the Firm's internal control, risk management and governance framework using risk-based methodologies developed from professional auditing standards. Model Risk Quantitative Auditors review all aspects of mathematical modeling methodologies and the related control framework around the development, validation, maintenance and operation of a wide range of mathematical models used in different areas of the Firm. This role provides unique opportunity to gain insight into financial products, risk management practices and mathematical modeling techniques applied across the diverse areas of the Firm.

In the Audit division, we provide senior management an objective and independent assessment of the firm's internal control environment for risk management and governance.
Morgan Stanley is an industry leader in financial services, known for mobilizing capital to help governments, corporations, institutions, and individuals around the world achieve their financial goals.

Morgan Stanley Budapest is an integral part of the Firm's global critical business functions including Technology, Finance, Risk, Institutional Securities and Wealth Management. Morgan Stanley has been rooted in the Budapest community since 2006 and is considered a leading employer among the area's highly skilled talent. Our innovative team delivers deep technical and mathematical expertise to support the Firm's capabilities in quantitative analysis, data analysis, and risk management. We are relentless collaborators and creative thinkers, fueled by our diverse backgrounds and experiences. We believe in empowering individuals to advance their careers through exposure to innovation, hands-on collaboration and enriching learning and development opportunities.

Interested in joining a team that's eager to create, innovate and make an impact on the world? Read on...

What you'll do in the role:

> Carry out detailed assessment of the mathematical models of the firm, including derivatives pricing models, risk management and capital models, stress-testing models, decision-making models, AIML models etc.
> Review the methodologies and testing programs performed by Model Developers
> Assess the model validation methods and procedures applied by Model Risk Managers
> Verify the work performed by the Business, Developers and Risk Management to remediate regulatory findings and observations from US, UK, and European regulators
> Perform model-related testing applying state-of-the-art in-house data analytic techniques
> Participating in the specification and development of high-profile data analytic tools
> Document your assessment work in a clear and concise way

What you'll bring to the role:

> University degree in a quantitative field like Mathematics, Physics, Quantitative Finance, Economics or Engineering
> At least 2 - 5 years work experience in a relevant field
> Critical thinking, risk based mindset
> Confident command of English language
> Genuine and broad interest in financial markets and products
> Able and keen to acquire the necessary business knowledge required for the work
> Strong interpersonal and communication skills
> Understand and adhere to the organization's core values

What you can expect from Morgan Stanley:

We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 85 years. At our foundation are five core values — putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back — that guide our more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you'll find trusted colleagues, committed mentors and a culture that values diverse perspectives, individual intellect, and cross collaboration. Our Firm is differentiated by the caliber of our diverse team. While our company culture and commitment to inclusion define our legacy and shape our future, helping to strengthen our business and bring value to clients around the world. Learn more about how we put this commitment to action: 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.

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. BPAUD
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.

Learn about our culture and the opportunities for professional growth at Morgan Stanley Budapest:

Build a career with impact. Visit or for more information.

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