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Morgan Stanley · 9 hours ago

Vice President, Banking

New York, NY

Full-time

Onsite

Mid Level

$225K/yr - $250K/yr

3+ years exp

Morgan Stanley is a leading global financial services firm, and they are seeking a Vice President in Banking to manage and assess risks associated with their structured margin financing portfolio. The role involves conducting market research, performing portfolio surveillance, and developing risk reporting and analytics tools to optimize the portfolio's risk-reward profile.

Asset ManagementFinanceFinancial ServicesLending

Responsibilities

Identify, assess, and monitor asset and counterparty-level risks, and market risk for the structured margin financing portfolio

Conduct market and asset-level research, and keep track of industry trends and data

Review and evaluate new transactions and trade amendments

Perform portfolio surveillance and stress testing

Optimize portfolio risk reward profile

Perform periodic business and risk reviews and communicate with relevant internal stakeholders

Prepare and present briefings to senior management and business partners on key risk issues

Develop data aggregation and visualization, risk reporting, and analytics tools

Handle data automation of reporting and monitoring processes with an emphasis on efficiency and scalability

Revamp existing tools to improve accuracy and robustness

Collaborate with quantitative teams to develop and optimize risk modeling methodology

Qualification

Analytical FinanceFinancial EngineeringRisk ManagementFRM CertificationPython ProgrammingSQLMS ExcelVBABloombergPowerPointData AnalysisPortfolio Risk AnalysisStress TestingData Automation

Required

Master's Degree in Analytical Finance, Financial Engineering, or related field of study

three (3) years of experience in the position offered or three (3) years as a Vice President, Associate, Analyst, or a closely related occupation

three (3) years of experience with: MS Excel

three (3) years of experience with: VBA or Bloomberg

three (3) years of experience with: CD/CP Issuance or Repo Trading

three (3) years of experience with: SQL

three (3) years of experience with: global bank management and regulatory projects

three (3) years of experience with: PowerPoint

three (3) years of experience with: Banks' balance sheets

three (3) years of experience with: risk management of structured credit products, Interest rate, Muni, derivatives, and secured and unsecured financing

three (3) years of experience with: design risk framework, stress testing methodology, and limits

three (3) years of experience with: Python programming

three (3) years of experience with: large scale data analysis and automation

three (3) years of experience with: querying large dataset and spot anomaly

three (3) years of experience with: portfolio risk analysis and management for P&L optimization

three (3) years of experience with: Fusion/Genesis/Trend

three (3) years of experience with: risk modeling with stochastic process for structured credit products, Interest rate, Muni, derivatives, and secured and unsecured financing

three (3) years of experience with: interest rate curve modeling methodology

FRM Certification