Senior Lead Valuation Risk Controller - Interest Rates

Morgan Stanley

Company Type

Posting Date

Feb 17, 2016

Primary Location

Europe, Middle East, Africa-Hungary-Budapest-Budapest


Accounting/Finance Full Time Manager


Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries. As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.

Department Profile:
The Financial Control Group (FCG) is responsible for overseeing the accounting and financial and regulatory reporting for the Firm. FCG prepares external financial reports for public filings and regulators. For internal reporting FCG, along with Financial Planning and Analysis (FPA), summarises, plans and forecasts the organisation's financial position, including income statements, balance sheets, and analyses of future revenues, expenses and earnings. FCG is comprised of Business Unit Controllers, Infrastructure Controllers, Accounting, Regulatory and Reporting groups, and Valuation Review.
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 of valuation risk. 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 an Interest Rates Valuation Risk Controller for our Budapest office.

What we can offer:

• Being part of a Global Team
• Having an opportunity to work with exotic derivatives
• Training opportunities/Constant development
• Exposure to the entire spectrum of financial products in a top tier investment bank
• Active involvement in firmwide valuation projects and initiatives


Tasks and Responsibilities:

• Coordinating team (5+) in validating the valuation of the inventory within the firms Equity Division. It covers a broad range of listed and derivative products.
• Interaction with the trading desks and other internal/external parties in New York, London and Hong Kong.
• Preparing summaries on valuation risk review results for senior finance executives and the Business Units
• Playing active and lead role in functional initiatives
• Enhancing the processes used to validate the valuation of firm’s inventory and assess valuation risk.
• 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


• Experienced individual with minimum 3 years Team Lead experience.
• Strong academics required in a quantitative discipline such as economics, mathematics, physics, engineering or other technical field
• Good understanding of financial markets and products and ability to learn new products.
• 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
• Solid knowledge of Excel. 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

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Confirmed 10 hours ago. Posted 30+ days ago.

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