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

Bérezés: according to arrangement