Associate, Risk/Policy Management
About The Position
Morgan Stanley Services Group, Inc. is seeking an Associate, Risk/Policy Management in New York, New York to Monitor risk and limit utilization of the U.S. Interest Rates Business. Participate in discussion with the trading desk and front office regarding positioning, market developments, trading strategies, and risk representation of new trades. Utilize tools to monitor daily Profit and Loss (Pnl) in order to understand the impact of different exposures on the firm's monetary output. Monitor key risk metrics such as Interest rates, Value at Risk, and stress testing to understand the origin of losses. Perform deep dives on topical products and clients. Create presentations articulating key risks and portfolio changes to senior management in a timely fashion. Telecommuting permitted up to two (2) days per week.
Requirements
- Requires a Bachelor’s in Economics, Finance, or a closely related field of study.
- Requires four (4) years of experience in the position offered or four (4) years as an Associate, Analyst, Risk Management or a closely related occupation.
- Requires four (4) years of experience with the following skills: Developing Excel tools using advanced VBA for automation and analysis; Querying and managing large datasets with SQL; Utilizing Eikon for financial data extraction and insights; Leveraging Bloomberg Terminal for real-time data and analytics; Conducting time series analysis for trend identification and forecasting; Calculating and interpreting financial Greeks and risk sensitivities; Applying bond math for pricing and risk assessment of fixed income instruments; Performing stress testing under historical and hypothetical scenarios; Evaluating risks for regulatory capital reports including CCAR, and Basel Ill; Analyzing Value at Risk (VaR) and its drivers; Analyzing P&L attribution by risk factor; Demonstrating expertise in Interest Rates and FX markets; Utilizing yield curve bootstrapping for risk analysis; and Analyzing interest rate volatility surfaces across tenors and strikes.
Responsibilities
- Monitor risk and limit utilization of the U.S. Interest Rates Business.
- Participate in discussion with the trading desk and front office regarding positioning, market developments, trading strategies, and risk representation of new trades.
- Utilize tools to monitor daily Profit and Loss (Pnl) in order to understand the impact of different exposures on the firm's monetary output.
- Monitor key risk metrics such as Interest rates, Value at Risk, and stress testing to understand the origin of losses.
- Perform deep dives on topical products and clients.
- Create presentations articulating key risks and portfolio changes to senior management in a timely fashion.
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
Number of Employees
5,001-10,000 employees
