Analyst – Credit Portfolio Analytics – Credit Risk
About The Position
Firm Risk Management (FRM) supports 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 as a result of credit, market, liquidity, operational, model and other risks. Background on the Position The role will reside within the Firm Risk Management's Credit Risk Management department. The team is dedicated to analyzing the portfolio risk with each lending business including calculating and conducting ACL (Allowance for Credit Losses) and stress loss analysis.
Requirements
- Bachelor's degree required
- Strong quantitative and analytical skills
- Ability to clearly summarize and communicate complex concepts
- Proficient at using Excel and PowerPoint to efficiently organize, transform, and analyze data, and to summarize complex information. Key skills include data lookups (e.g. Vlookup, Index/Match) and transformations (e.g. pivot tables) as well as writing logic-based formulas
- Hard working team player/self-starter with a desire and willingness to learn, attention to detail, and problem solving skills
Nice To Haves
- Basic knowledge of programming languages such as SQL/VBA/R/Python a plus
Responsibilities
- Evaluate and analyze ACL results under CECL and IFRS9 methodologies and regulatory stress tests (CCAR)
- Create and deliver presentations to management audiences to aid in analysis and understanding of the ACL
- Ensure proper implementation of Governance and Controls including updating documentation and project management of recurring and ad-hoc deliverables
- Collaborate with risk analytics and technology groups on model implementation and testing
- Work with technology/perform UAT testing on projects to streamline and enhance existing stress testing models, data tables, and analysis tools
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What This Job Offers
Job Type
Full-time
Career Level
Entry Level
