Market Risk Analyst

Morgan Stanley is a leading global financial services firm, and they are seeking an Analyst in its Market Risk Analytics group. The role involves developing and monitoring market risk models, engaging in research and analysis, and collaborating with various risk departments to support the firm's risk management needs.

Responsibilities

• Develop, maintain and monitor the performance of market risk (VaR, Stressed VaR, IRC and CRM) and stress testing models
• Engage in research, model development, and analysis to support MRA's suite of market risk models used for internal risk management and for regulatory capital and compliance
• Develop analytics and their implementation using an array of internal and external technologies, including direct programming of solutions
• Respond to risk managers, model risk, audit, and regulatory requests on a timely and accurate basis and work closely with other departments
• Interact with various Risk departments within the Firm including Market Risk Management, Model Risk, Risk IT, Risk Capital and other partnering teams

Skills

• A degree in a quantitative field such as Finance, Economics, Mathematics, Mathematical Finance, Physics, Computer Science or Engineering
• Strong programming skills (Python) is essential to role
• Analytical thinking and problem solving skills
• Ability to present complex issues clearly, both verbally and in writing
• The ability to engage in research, model development, and analysis to support MRA's suite of market risk models used for internal risk management and for regulatory capital and compliance
• The role will encompass development of analytics and their implementation using an array of internal and external technologies, including direct programming of solutions
• Candidate must have the ability to communicate effectively and function collaboratively in group settings
• Responsibilities include responding to risk managers, model risk, audit, and regulatory requests on a timely and accurate basis and working closely with other departments
• The position requires interacting with various Risk departments within the Firm including Market Risk Management, Model Risk, Risk IT, Risk Capital and other partnering teams
• Knowledge of market risk modelling methodologies (Greek-based value-at-risk (VaR), stressed VaR, and incremental risk charge) is an advantage
• Genuine and broad interest in financial markets and derivatives

Benefits

• Commission earnings
• Incentive compensation
• Discretionary bonuses
• Other short and long-term incentive packages
• Other Morgan Stanley sponsored benefit programs

Company Overview

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