33 applicants
Morgan Stanley · 3 days ago
Associate in Risk Management
New York, NY
Full-time
Onsite
Mid Level
$130K/yr - $140K/yr
2+ years exp
Wonder how qualified you are to the job?
Maximize your interview chancesAsset ManagementFinance
Insider Connection @Morgan Stanley
Responsibilities
Perform analysis of the potential risks and rewards for large corporate derivative and exotic derivative transactions.
Conduct in-depth analysis of trading desk activities to quantify, assess, and communicate risks to senior leadership on an ongoing, real-time basis.
Monitor risks relating to U.S. legal entities with a focus on the identification of exposures and vulnerabilities.
Perform analyses of stress scenarios, including design and validation, to assess potential losses during a market selloff.
Oversee the monitoring and enhancement of reporting capabilities of commodities exposure within the Equities business.
Review VaR to ensure accuracy, identify drivers of changes, monitor risk limits, and resolve limit overages.
Review risk metrics and results of various market risk models to ensure appropriate capture of exposures and compliance with regulatory requirements.
Qualification
Find out how your skills align with this job's requirements. If anything seems off, you can easily click on the tags to select or unselect skills to reflect your actual expertise.
Required
Master's degree in Finance, Financial Risk Management, or a related field
Two (2) years of experience in the position offered or as an Analyst, or a related occupation
Experience in utilizing a quantitative approach to analyze global financial markets and products
Experience in leveraging option theory and greeks to assess multiple risk factors across asset classes including equities, commodities, rates
Experience in reviewing risks associated with structured and non-linear products
Experience in analyzing and recommending approval of large corporate transactions including Margin Loans, Barrier options, and QIS indices
Experience in utilizing risk management techniques and processes including VaR, RNIV, stress testing design and validation, and backtesting
Experience in programming in SQL and Python to develop reports that give visibility to hidden risks
Experience in collaborating across functional teams to deliver and test regulatory projects including for CCAR and FRTB
Knowledge of stochastic calculus in derivatives pricing models
Experience in performing P&L analysis and derivatives attribution
Experience in performing stress testing and scenario design that meet regulatory requirements
Company
Morgan Stanley
Morgan Stanley is a financial services company that offers securities, asset management, and credit services.
10,001+ employees
Funding
Current Stage
Public CompanyTotal Funding
unknown1997-02-05IPO· nyse:MS
Leadership Team
Audrey Choi
CEO, Institute for Sustainable Investing
James Gorman
Chairman and CEO
Recent News
2024-06-05
2024-06-04
Company data provided by crunchbase
