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Morgan Stanley · 1 day ago

Cross-Asset Market Risk Modeling Specialist

New York, NY

Full-time

Hybrid

Senior Level

$120K/yr - $205K/yr

5+ years exp

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The role of Vice President in the Market Risk Analytics group involves developing, maintaining, and monitoring market risk models and analytics to support the firm's risk management and regulatory compliance needs.

Asset ManagementFinanceFinancial ServicesLending

Responsibilities

Engage in research, model development, and analysis to support MRA's suite of market risk models used for internal risk management and for regulatory capital and compliance

Development of analytics and their implementation using an array of internal and external technologies, including direct programming of solutions

Responding to risk managers, model risk, audit, and regulatory requests on a timely and accurate basis

Working closely with other departments

Interacting with various Risk departments within the Firm including Market Risk Management, Model Risk, Risk IT, Risk Capital and other partnering teams

Qualification

Market risk modelingPythonQuantitative analysisAnalytical thinkingProject managementCommunication skillsLeadership skillsProblem solvingAttention to detail

Required

Master's or higher degree in a quantitative field such as Mathematics, Statistics, Mathematical Finance, Physics, Computer Science, or Engineering

At least 5 years of relevant work experience

Knowledge of market risk modelling methodologies (Greek-based value-at-risk (VaR), stressed VaR, and incremental risk charge) required

Strong programming skills (Python) is essential to role

Strong communication, leadership and project management skills (role requires effective collaboration and consensus-building across a range of functional groups)

Analytical thinking and problem solving skills

Ability to present complex issues clearly, both verbally and in writing, is essential

Attention to detail and the ability to work thoughtfully and independently and manage multiple projects