Job Description Morgan Stanley is seeking Vice President/ Director (AVP) in its Market Risk Analytics department. The Market Risk Analytics group develops, maintains and monitors the performance of market risk (VaR, Stressed VaR, IRC and CRM) and stress testing models for Morgan Stanley's portfolio of assets, as required by the regulatory framework and the Firm's risk management needs. - Participate in modeling, development and implementation of market risk models - Perform quantitative/econometric Analysis to ensure appropriate modeling and capture of risk, regulatory capital calculation and ongoing compliance with regulatory requirements. - Work closely with global Market Risk Analytics team members, Risk Managers and Business in defining the requirements and executing them. - Represent market risk analytics in governance forums, risk committees, MRM discussions and audit discussions. - Lead a team of exceptional quants and provide technical and domain specific guidance to team members. Note - This is not a pure people management role, you will be responsible for deliverables and candidates looking for a pure people management role should not apply. - Perform backtests, stress tests, scenario analyses and sensitivity studies, and conduct on-demand analyses of model changes. - Collaborate with various Risk departments within the Firm including Market Risk, Credit Risk and Risk IT.
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