Morgan Stanley
Risk Analytics (Risk Management) : Job Level - Vice President
Morgan Stanley, New York, New York, us, 10261
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Risk Analytics (Risk Management): Job Level - Vice President
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Morgan Stanley . Firm Risk Management
Morgan Stanley's Firm Risk Management (FRM) Division is an exciting and rapidly growing space. We support Morgan Stanley to achieve its business goals by partnering with business units across the Firm to realize efficient risk-adjusted returns, acting as a strategic advisor to the Board and protecting the Firm from exposure to losses due to credit, market, liquidity, model, and other risks.
Background on the Position
The role is within Firm Risk Management's Risk Analytics. Risk Analytics develops market risk, credit risk, and scenario analytics models. These models provide an overall calculation of market risk across asset classes (e.g., equities, interest rate instruments), stress testing, and scenario generation under economic stress.
Morgan Stanley seeks a Vice President to join the Market Risk Analytics Stress RWA Models Team as a methodology owner/contributor. The role involves methodology design, calibration, testing, monitoring, validation, model enhancements, documentation, and development of Python libraries for analytics.
Primary Responsibilities Contribute to all aspects of model ownership: methodology design, calibrations, testing, monitoring, validation, enhancements, documentation. Collaborate with the Capital Team, Risk IT, Model Risk Management, and other areas for stress testing and model improvements. Develop Python code for testing and monitoring Stress RWA models. Run analytics, present results to Model Risk Management and governance forums. Communicate modeling methodologies and analytics to stakeholders and senior management. Required Experience/Skills: Master's degree in Quantitative Finance, Physics, Mathematics, Engineering, Computer Science, with 5+ years relevant experience. Knowledge of market risk modeling methodologies (VaR, stressed VaR, IRC). Strong Python skills and familiarity with data analysis packages. Trading markets knowledge (FX, rates, credit, equity, commodities) preferred. Excellent communication skills. Project management and team leadership skills. We value diversity and are committed to an inclusive workplace.
This role is hybrid, requiring in-office attendance 3 days/week, subject to change.
What You Can Expect From Morgan Stanley We offer a supportive environment with comprehensive benefits, opportunities for growth, and a commitment to diversity and excellence. The salary range is $120,000 to $200,000, with total compensation including bonuses and incentives.
Morgan Stanley is an equal opportunity employer, committed to diversity and inclusion. Additional Details
Seniority level: Executive Employment type: Full-time Job function: Finance and Sales
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Risk Analytics (Risk Management): Job Level - Vice President
role at
Morgan Stanley . Firm Risk Management
Morgan Stanley's Firm Risk Management (FRM) Division is an exciting and rapidly growing space. We support Morgan Stanley to achieve its business goals by partnering with business units across the Firm to realize efficient risk-adjusted returns, acting as a strategic advisor to the Board and protecting the Firm from exposure to losses due to credit, market, liquidity, model, and other risks.
Background on the Position
The role is within Firm Risk Management's Risk Analytics. Risk Analytics develops market risk, credit risk, and scenario analytics models. These models provide an overall calculation of market risk across asset classes (e.g., equities, interest rate instruments), stress testing, and scenario generation under economic stress.
Morgan Stanley seeks a Vice President to join the Market Risk Analytics Stress RWA Models Team as a methodology owner/contributor. The role involves methodology design, calibration, testing, monitoring, validation, model enhancements, documentation, and development of Python libraries for analytics.
Primary Responsibilities Contribute to all aspects of model ownership: methodology design, calibrations, testing, monitoring, validation, enhancements, documentation. Collaborate with the Capital Team, Risk IT, Model Risk Management, and other areas for stress testing and model improvements. Develop Python code for testing and monitoring Stress RWA models. Run analytics, present results to Model Risk Management and governance forums. Communicate modeling methodologies and analytics to stakeholders and senior management. Required Experience/Skills: Master's degree in Quantitative Finance, Physics, Mathematics, Engineering, Computer Science, with 5+ years relevant experience. Knowledge of market risk modeling methodologies (VaR, stressed VaR, IRC). Strong Python skills and familiarity with data analysis packages. Trading markets knowledge (FX, rates, credit, equity, commodities) preferred. Excellent communication skills. Project management and team leadership skills. We value diversity and are committed to an inclusive workplace.
This role is hybrid, requiring in-office attendance 3 days/week, subject to change.
What You Can Expect From Morgan Stanley We offer a supportive environment with comprehensive benefits, opportunities for growth, and a commitment to diversity and excellence. The salary range is $120,000 to $200,000, with total compensation including bonuses and incentives.
Morgan Stanley is an equal opportunity employer, committed to diversity and inclusion. Additional Details
Seniority level: Executive Employment type: Full-time Job function: Finance and Sales
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