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Morgan Stanley · 9 hours ago

Analyst, Risk / Policy Management

New York, NY

Full-time

Onsite

Entry Level

$120K/yr - $125K/yr

2+ 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 Analyst in Risk/Policy Management will support front office business functions within the Fixed Income division, focusing on oversight, control, and strategic initiatives while collaborating with various teams to meet business needs and regulatory expectations.

Asset ManagementFinanceFinancial ServicesLending

Responsibilities

Support front office business functions within the Fixed Income division, including oversight, control, and strategic initiatives

Partner with Desk Heads, Traders, and Sales team to address business needs, conduct related incidents, and regulatory expectations

Prepare and present key metrics, dashboards, strategies, and supervisory materials to senior stakeholders across the business

Formulate strategy documents to reengineer front office supervisory processes

Qualification

Enterprise risk managementCredit risk analysisMarket risk analysisMicrosoft ExcelScenario-based stress testsMicrosoft PowerPointMicrosoft WordEmerging risk identificationDrafting Risk Appetite StatementsTracking key risk metrics

Required

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

Requires two (2) years of experience in the position offered or two (2) years as an Associate, Analyst, or a related occupation

Requires two (2) years of experience with the following skills:

Enterprise risk management for Investment Banking businesses including Mergers & Acquisitions (M&A), Debt Capital Markets (DCM), Leveraged Debt Capital Markets (LDCM), and Equity Capital Markets (ECM); Enterprise risk management for Fixed Income trading products including Global Foreign Exchange and Listed Derivatives (GFX & LDC), Rates, Munis, Securitized Products, and Credit Corporates

Identification and analysis of credit, market, liquidity, non-financial, and strategic risks

development and implementation of scenario-based stress tests to evaluate capital adequacy under adverse events

Emerging risk identification including geopolitical, macroeconomic, ESG, and technological factors

Drafting and reviewing Risk Appetite Statements

Tracking key risk metrics including Value at Risk (VaR), Risk-Weighted Assets (RWA), Loss Given Default (LGD)

Limit utilization rates

Microsoft Excel, PowerPoint, and Word