Morgan Stanley: Állás lehetőség

Morgan Stanley is a global financial services firm and a market leader in investment banking,
securities, investment management and wealth management services. With more than 1,200
offices in 42 countries, the people of Morgan Stanley are dedicated to providing our clients the
finest thinking, products and services to help them achieve even the most challenging goals.

The Morgan Stanley Valuation Review Group (VRG) provides an independent valuation
opinion across the entire bandwidth of financial instruments within the firm’s sales and trading
inventory and investments, ranging from vanilla products to the most complex structured
and derivative transactions. The team leverages its quantitative skill set and intimate product
expertise to act as a guardian and approver of valuation methodology. The VRG team works
closely with traders/bankers; risk management and finance to accomplish its mandate of
ensuring financial instruments are fairly valued.

We are currently looking for
Valuation Controllers
for our Budapest office

Overview of the role

The position is for a role on the Interest Rates VRG team initially focusing on the North
American Rates desk. A sample of products covered includes Swaps, Vanilla Volatility
Products (Swaptions & Caps/Floors), Bermudan Swaptions, CMS / CMS Spread Options,
Exotic Structured Derivatives (CRAS, TARN, Snowballs, etc.), Hybrid Options, and etc. The
candidate’s primary responsibility will be to perform an independent valuation on the above
mentioned products using market data that is obtained externally and methodologies that are
appropriate considering market conditions. The candidate is an extension of the VRG teams in
the trading regions and will also be involved in methodology and product discussions.

Typical Tasks and Responsibilities Include:

Production of the monthly mark review to ensure positions are marked correctly in the
firm’s books and records.
Gaining a full understanding of the products subject to valuation in the group and the
relevant marking methodologies
Developing and standardizing the existing Mark Review processes
Work closely with the Business Unit, Market Risk, Strats/Modeling and other parts
of finance throughout the month via conference calls or bi-weekly meetings to keep
abreast of the current market developments as well as to understand the desk’s key
risk positions
Preparing reports and documents that clearly explain and summarize the mark review
issues for senior finance management and the Business Units
Project work as required on new systems and functionality enhancements
Challenging existing processes and procedures to improve the quality and efficiency of
the mark review and to proactively identify, monitor and manage both the known and
unknown risk within those existing processes and procedures

Skills required

Strong academics required in a quantitative discipline such as economics,
mathematics, physics, engineering or other technical field
Ability to translate complex theoretical problems into smaller problems that can be
solved practically
Strong interpersonal and communication skills
Strong analytical and problem solving skills
Basic knowledge and strong interest in financial markets
Comfort with and knowledge of programming is a plus as the role may work with
valuation techniques and methodologies that may involve working with code

If you are interested in the above opportunity, please apply here by submitting your English CV.
For further information please visit: www.morganstanley.com/careers

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