Leírás
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 for a 6–12-month period and can work in a flexible work arrangement, 20-40 hours per week.
We offer:
· A supportive and vibrant multinational environment in an inspiring international team
· Continuous development opportunities and training tools
· Opportunity to participate in the firm’s networking events
· Internship extension / Full-time offer upon graduation
You will:
· Develop, maintain, and monitor the Firm’s 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 behaviour 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
You have:
· 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
