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Morgan Stanley is a global financial services firm and a market leader in investment banking, securities, investment management and wealth management services.
We are currently looking for Market Risk Methodology Quantitative Analysts
Risk Analytics – Market Risk Methodology
This group is part of the Global Risk Management department of Morgan Stanley and it has global responsibility for the management of all market risk exposures arising from the Firm's business activities. These include developing, maintaining and monitoring the Firm's market risk models such as Value at Risk, Incremental Risk Charge and Comprehensive Risk Measure. The group also develops stress tests and other methods required for market risk management or regulatory purposes.
The successful candidate will be part of the global with bases in New York, London, Mumbai and Budapest, and will work closely with colleagues from all over the globe on research and development of market risk models.
Your primary responsibilities will include
- Participate in research and development of the market risk models - Perform econometric analyses to support methodology development - Perform backtests, stress tests, scenario analyses and sensitivity studies - Oversee implementation of model changes - Conduct on-demand analyses of model changes - Perform data analyses for various purposes - Liaise with the global teams
Your qualifications and skills desired
- Master's or Ph.D. degree in Finance, Economics, Mathematics, Mathematical Finance, Physics, Engineering, or a related quantitative field - Solid statistical knowledge - Clear thinking, good business sense and judgment - Genuine and broad interest in financial markets and derivatives; internal drive to effectively challenge and improve models with quantitative methods - Team player with strong interpersonal and communication skills - Excellent command of English both written and verbal
- Familiarity with some of the following market risk models: VaR, IRC, CRM - Programming skills in a high-level language such as R or Python, familiarity with SQL and VBA - Familiarity with the Basel framework
For more information and to apply, please visit our website and your English CV here.
Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.
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.
Internal Number: 6109605
About Morgan Stanley
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