Morgan Stanley · 13 hours ago
Risk Analytics Developer- Commodities
New York, NY
Full-time
Hybrid
Senior Level, Lead/Staff
$120K/yr - $205K/yr
8+ years expMorgan Stanley's Firm Risk Management Division is rapidly growing and seeks a Vice President to lead the Global Asset Class for Commodities within its Market Risk Analytics department. The role involves developing and maintaining market risk models and ensuring compliance with regulatory requirements while collaborating with various risk departments.
Asset ManagementFinanceFinancial ServicesLending
Responsibilities
Develop, improve, and maintain market risk VaR and RNIV models for commodities
Conduct research, model development, and comprehensive analysis to ensure risk models are accurately constructed, effectively capture relevant risks, support precise regulatory capital calculations, and consistently meet all ongoing regulatory requirements, including those mandated by the Fundamental Review of the Trading Book (FRTB)
Analyze and understand changes in risk metrics due to model and position changes to ensure the changes are as expected
Respond to model validation, audit, regulatory requests
Interact with various Risk departments within the Firm including Market Risk Capital, Market Risk Department, Model Risk Management and Risk IT
Qualification
Required
Master's degree in Quantitative Finance, Economics, Math/Physics/Engineering or a related field of study
Eight (8) years of relevant experience in a closely related occupation
Proven quantitative expertise in pricing and risk modeling
Strong preference for candidates who have led the development of commodities risk models
Prior experience in commodities markets and risk management
In-depth knowledge of the Basel regulatory framework and the Fundamental Review of the Trading Book (FRTB)
Demonstrated proficiency in Python/R programming languages
Strong command of SQL for data extraction and analysis
Extensive background in mathematics and statistics
Expertise in stochastic analysis, regression analysis, and related quantitative methodologies
Exceptional communication, critical thinking, problem-solving, and collaborative skills
Genuine curiosity about risk management, financial products, markets, and regulatory frameworks
Strong attention to detail and ability to provide information in usable formats
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
H1B Sponsorship
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2025 (222)
2024 (195)
2023 (173)
2022 (153)
2021 (165)
2020 (173)
Funding
Current Stage
Public CompanyTotal Funding
unknown1997-02-05IPO
Leadership Team
James Gorman
Chairman and CEO
Ted Pick
Chief Executive Officer (CEO)
Recent News
2026-02-04
2026-02-04
2026-02-02
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