Jobs via eFinancialCareers ยท 1 day ago
Associate, Market Risk Analytics (Risk Management)
New York, NY
Full-time
Remote
Entry Level
$75K/yr - $95K/yr
2+ years exp
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Responsibilities
Develop and enhance market risk VaR, RNIV, IRC RWA stress testing models.
Interpret model outputs and communicate findings to stakeholders, including risk managers, capital, front office, and senior management.
Analyze and understand changes in risk metrics due to model and position changes to ensure the changes are as expected.
Conduct quantitative analysis to assess model performance and outcome for at top of the house portfolio and trading desk level.
Partner with various Risk departments within the Firm including Market Risk Capital, Market Risk, Model Risk Management and Risk IT.
Respond to model validation, audit, regulatory requests.
Qualification
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Required
Master's or higher degree in Quantitative Finance, Economics, Math/Physics/Engineering or a related field of study
Two (2) years of minimum experience in VaR/ FRTB/Derivatives asset pricing or related quantitative fields
Proficiency in Python and database query languages
Strong skills in Communication, Critical Thinking, and Problem Solving and Collaboration
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
Jobs via eFinancialCareers
The space to inspire and grow exceptional careers in financial services and tech.
201-500 employees
Funding
Current Stage
Growth StageCompany data provided by crunchbase
