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.ResponsibilitiesDevelop, maintain and monitor the performance of market risk (VaR, Stressed VaR, IRC and CRM) and stress testing modelsEngage 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 complianceDevelop analytics and their implementation using an array of internal and external technologies, including direct programming of solutionsRespond to risk managers, model risk, audit, and regulatory requests on a timely and accurate basis and work closely with other departmentsInteract with various Risk departments within the Firm including Market Risk Management, Model Risk, Risk IT, Risk Capital and other partnering teamsSkillsA degree in a quantitative field such as Finance, Economics, Mathematics, Mathematical Finance, Physics, Computer Science or EngineeringStrong programming skills (Python) is essential to roleAnalytical thinking and problem solving skillsAbility to present complex issues clearly, both verbally and in writingThe 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 complianceThe role will encompass development of analytics and their implementation using an array of internal and external technologies, including direct programming of solutionsCandidate must have the ability to communicate effectively and function collaboratively in group settingsResponsibilities include responding to risk managers, model risk, audit, and regulatory requests on a timely and accurate basis and working closely with other departmentsThe position requires interacting with various Risk departments within the Firm including Market Risk Management, Model Risk, Risk IT, Risk Capital and other partnering teamsKnowledge of market risk modelling methodologies (Greek-based value-at-risk (VaR), stressed VaR, and incremental risk charge) is an advantageGenuine and broad interest in financial markets and derivativesBenefitsCommission earningsIncentive compensationDiscretionary bonusesOther short and long-term incentive packagesOther Morgan Stanley sponsored benefit programsCompany OverviewMorgan Stanley is a financial services company that offers securities, asset management, and credit services. It was founded in 1935, and is headquartered in New York, New York, USA, with a workforce of 10001+ employees. Its website is http://www.morganstanley.com.



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