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This role resides within FRM's Model Risk Management (MRM) Department which is dedicated to providing independent model risk control, review and validation of models used by Morgan Stanley. These include models used to monitor market risk (IMA), counterparty credit risk (XVA/IMM), credit risk (IRB), operational risk, capital and liquidity stress tests as well as valuation models. MRM professionals in New York, London, Budapest, Frankfurt, Mumbai and Tokyo work closely with business quantitative strategists, risk analytics, risk managers and financial controllers. The New York team works collaboratively with members of Model Risk Management across all model areas globally.
