Other Jobs

Morgan Stanley

Market Risk Analytics - Associate

Profile Description

We’re seeking someone to join our team as a [Associate] in [Risk Analytics, Market Risk Analytics] team.

Firm Risk Management

In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyze and monitor risks and lead key regulatory initiatives.

Company Profile

Morgan Stanley is an industry leader in financial services, known for mobilizing capital to help governments, corporations, institutions, and individuals around the world achieve their financial goals.

Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and innovating to better serve our clients and our communities in more than 40 countries around the world.

What you’ll do in the role:

Primary Responsibilities include, but are not limited to:
• Contribute to regulatory stress testing exercises including CCAR and QST
• Support the AI/ML initiatives of the team including Gen AI projects related to scenario design
• Develop functional expertise on an assigned asset class over time
• Design and develop Python analytical libraries supporting needs of the full suite of market risk models
• Hold ownership of the code library including development, maintenance, testing, and governance
• Effectively collaborate with other teams within Market Risk Analytics and partnering areas - Market Risk Department, Model Risk Management, Strats and IT - to deliver on project requirements.
• Effectively communicate requirements from the Engineering Team to a wider audience of project stakeholders and senior managers.
• Understanding of various market risk model metrics; staying up to date with regulatory guidelines and model developments Skills Required
• 1-2 years of work experience in Quantitative modeling, Risk Management, Algorithmic trading, Global markets, or any other quantitative/Data Science field.
• Understanding of basic risk management concepts such as VaR (value-at-risk), stress tests, market risk modelling.
• Hands-on experience in Python with knowledge of packages used for data manipulation, time series and data analysis.
• The candidate needs to be familiar with statistical techniques and knowledge of machine learning algorithms is preferred.
• Strong quantitative and analytical skills and ability to work with diverse cultures in a global team.
• Strong communication skills (Oral and written). Ability to communicate complex and technical issues in simple manner.
• Attention to details and ability to work under pressure.

What you’ll bring to the role:

Required Qualifications
•  Graduate/ Postgraduate/ Advanced degree in Finance, Mathematics, Econometrics, Engineering, or other Quantitative subjects.
Desirable Skills
•  FRM, CFA, CQF certification is an advantage.

WHAT YOU CAN EXPECT FROM MORGAN STANLEY:

We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 85 years. At our foundation are five core values — putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back — that guide our more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find trusted colleagues, committed mentors and a culture that values diverse perspectives, individual intellect and cross-collaboration. We Firm is differentiated by the caliber of our diverse team. While our company culture and commitment to inclusion define our legacy and shape our future, helping to strengthen our business and bring value to clients around the world. Learn more about how we put this commitment to action: morganstanley.com/diversity. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry.

We're committed to bringing passion and customer focus to the business.

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.