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E*TRADE from Morgan Stanley · 2 months ago

PBG Retail Lending Strategist, VP

1 New York Plaza

Full-time

Onsite

Mid, Senior Level

$110K/yr - $190K/yr

5+ years exp

Morgan Stanley Private Banking Group is seeking a Vice President level Financial Modeling Strategist for their model development team. The role involves collaborating with the banking business to provide financial analytics and support revenue-generating activities through model development and forecasting.

BankingFinanceFinancial Services

Responsibilities

Develop econometric models used for forecasting product revenues and asset balances based upon macroeconomic variables and historical and current product-level characteristics

Determine and create valuation and risk management models that will feed the Firm’s books and records for the bank’s Retail holdings

Build prototype and productionize model code; write and maintain Python / R / C++ code for forecasting engine with version and process controls

Perform statistical tests and write model documentation

Monitor and analyze the effectiveness of current balance sheet, valuation, and risk models, and make enhancements as needed

Coordinate with data providers and end users

Communicate technical content to management, model validation teams, internal audit, and regulators

Perform *ad hoc* investigations as per business requirements

Participate in model integration effort between MS and E*TRADE

Ensure compliance with regulatory requirements such as CCAR