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Morgan Stanley · 7 hours ago

Associate, Risk/Policy Management

New York, NY

Full-time

Hybrid

Mid Level

$134K/yr - $140K/yr

4+ years exp

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment, and wealth management services. The role involves monitoring risk and limit utilization of the U.S. Interest Rates Business, participating in discussions regarding trading strategies, and analyzing key risk metrics to understand the origin of losses.

Asset ManagementFinanceFinancial ServicesLending

Responsibilities

Monitor risk and limit utilization of the U.S. Interest Rates Business

Participate in discussion with the trading desk and front office regarding positioning, market developments, trading strategies, and risk representation of new trades

Utilize tools to monitor daily Profit and Loss (Pnl) in order to understand the impact of different exposures on the firm's monetary output

Monitor key risk metrics such as Interest rates, Value at Risk, and stress testing to understand the origin of losses

Perform deep dives on topical products and clients

Create presentations articulating key risks and portfolio changes to senior management in a timely fashion

Qualification

Excel VBASQLEikonBloomberg TerminalInterest Rates expertiseTime series analysisBond mathStress testingValue at Risk (VaR)P&L attributionFinancial GreeksYield curve bootstrappingInterest rate volatility analysis

Required

Requires a Bachelor's in Economics, Finance, or a closely related field of study

Requires four (4) years of experience in the position offered or four (4) years as an Associate, Analyst, Risk Management or a closely related occupation

Requires four (4) years of experience with the following skills:

Developing Excel tools using advanced VBA for automation and analysis

Querying and managing large datasets with SQL

Utilizing Eikon for financial data extraction and insights

Leveraging Bloomberg Terminal for real-time data and analytics

Conducting time series analysis for trend identification and forecasting

Calculating and interpreting financial Greeks and risk sensitivities

Applying bond math for pricing and risk assessment of fixed income instruments

Performing stress testing under historical and hypothetical scenarios

Evaluating risks for regulatory capital reports including CCAR, and Basel Ill

Analyzing Value at Risk (VaR) and its drivers

Analyzing P&L attribution by risk factor