We’re seeking someone to join our team as an Analyst in Risk Analytics Team.
In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyse and monitor risks and lead key regulatory initiatives.
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:
Research, development, enhancement, and documentation of IMM Counterparty credit risk, methodologies, and tools for regulatory and risk management purposes
Perform analysis including model recalibrations, back-tests, stress tests, scenario, and sensitivity analyses.
Programming of prototypes/production code (within an established C++/R /Python libraries) which will be productionized.
Program, test and implement quantitative financial methods using Python, C++, VBA, R, Matlab and SQL
Utilize advanced statistics, econometrics and mathematical skills including probability theory, stochastic calculus, Monte Carlo simulation, numerical analysis, optimization techniques and time series analysis
Work with Technology on model testing, implementation, and production
Collaborate with risk managers and other stakeholders to address their requests and for relevant model enhancements
Participate in Regulatory and validation exams by providing documentation and responses to regulators and internal validators
What you’ll bring to the role:
Analytical skills and ability to work with diverse cultures in a global team.Strong knowledge of financial traded products e.g. derivatives and their pricing.
Knowledge and hands-on experience in one of the programming languages R, Python, MATLAB, C# or C++ is strongly preferred.
Excellent communication skills (Oral and written). Ability to communicate and present logically, precisely and in simple manner, complex and technical issues
Required Qualifications
Graduate/Under-graduate/Advance degrees in finance, mathematics, physics econometrics, engineering or other quantitative subjects.
Candidates should have a strong theoretical foundation in mathematics, quantitative finance and derivatives.
Candidates will have to deal in Python, SQL queries, and MS-Office on daily basis.
Desirable Skillsets
FRM, CFA, CQF certification is an advantage.
Quantitative modeling experience in Finance/ Data Science
Knowledge of risk mitigation practices and experience with Basel II/III/IV rules will be considered advantageous.
Experience in one of the following AI, ML, NLP, Big Data Analytics, Tableau is an advantage.
WHAT YOU CAN EXPECT FROM MORGAN STANLEY:
At Morgan Stanley, we raise, manage and allocate capital for our clients – helping them reach their goals. We do it in a way that’s differentiated – and we’ve done that for 90 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. 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. There’s also ample opportunity to move about the business for those who show passion and grit in their work.
To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser.
Morgan Stanley is an equal opportunity employer committed to building and maintaining a workforce that is diverse in experience and background. Our recruiting efforts reflect our strong commitment to a culture of inclusion, where individuals are hired, developed, and advanced based on their skills and talents.
Our workforce reflects a broad cross-section of the global communities in which we operate, bringing a variety of backgrounds, talents, perspectives, and experiences.
For more information, please visit: https://www.morganstanley.com/people-opportunities/eeo
Morgan Stanley (NYSE: MS) is a leading global financial services firm providing a wide range of investment banking, securities, wealth management and investment management services. With offices in 42 countries, our firm's employees serve clients worldwide including corporations, governments, institutions and individuals.
We are committed to maintaining the first-class service and high standard of excellence that have always defined the firm and everything we do is guided by our five core values: Do the right thing, put clients first, lead with exceptional ideas, commit to diversity and inclusion, and give back.
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