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: based on discussion