Morgan Stanley · 3 months ago
Market Risk (Risk Management) : Job Level - Vice President
New York, NY
Full-time
Onsite
Mid, Senior Level
$120K/yr - $205K/yr
5+ years expMorgan Stanley is a leading global financial services firm that provides a wide range of investment banking, securities, wealth management, and investment management services. They are seeking an experienced Macro risk manager to join the Market Risk Department, where the role focuses on monitoring financial markets, assessing risks, and developing risk methodologies in the Fixed Income Macro coverage team.
Asset ManagementFinanceFinancial ServicesLending
Responsibilities
Continuously monitor the financial markets and measure the risk impact of a IR/FX/EM non-linear portfolio, including analyzing complex trades and trading strategies and assessing material weaknesses or overlooked risks and hedging strategies
Monitor market risks through the review of portfolio risk sensitivities, Value-at-risk (VaR), stress scenario analysis and limit management
Facilitate discussion and encourage independent challenge of traders, trading management and strategists
Understand P&L drivers and construct any necessary tools to facilitate risk and P&L analysis
Participate in the formal new product approval process
Contribute to the assessment of the suitability and performance of pricing and risk models. Work with relevant groups to address material deficiencies
Continuously review limit and reporting framework to ensure appropriateness in light of new trades, business strategy, new product risk factors and market conditions
Development of risk methodologies, tools and involvement in system improvement working closely with traders, quantitative analysts, IT and other groups within the Firm
Utilize and enhance comprehensive stress tests that highlight key risks and participate in regular signoff of risk submissions to regulators and senior management
Communicate key risks to senior management on a regular basis, including creation of presentations articulating key risks and portfolio changes, escalate emerging or developing risks as necessary
Liaise with and develop effective & constructive working relationships with a diverse set of stakeholders including Sales and Trading, Business Unit Risk Management, Desk Strategists, Finance, Technology and Operations and other groups within Firm Risk Management
Manage, mentor, train and develop a team of junior risk managers
Qualification
Required
Candidate must have a bachelor's degree at a minimum
5-8 years of market risk experience
Experience in Rates and/or FX derivatives is required
Understanding of risk management concepts such as VaR, stress testing, scenario analysis and capital calculations
Strong attention to detail
Ability to handle multiple priorities and operate autonomously while still being able to escalate appropriately and without compromising on quality
Highly developed interpersonal and communication skills to prepare and present key risks and complex proposals to a variety of audiences
Technological proficiency in Excel, SQL and Python
Preferred
Quantitative background preferred
Product knowledge of interest rates and/or FX is preferred
Benefits
Commission earnings
Incentive compensation
Discretionary bonuses
Other short and long-term incentive packages
Other Morgan Stanley sponsored benefit programs
Company
Morgan Stanley
Morgan Stanley is a financial services company that offers securities, asset management, and credit services.
10001+ employees
Funding
Current Stage
Public CompanyTotal Funding
unknown1997-02-05IPO
Leadership Team
James Gorman
Chairman and CEO
Wei Christianson
Co-CEO Asia Pacific
Recent News
2026-01-22
2026-01-21
2026-01-21
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