Associate, Risk/Policy Management

Morgan Stanley • New York, NY

2d • Hybrid

About The Position

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. -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. 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. We do it in a way that's differentiated - and we've done that for 90 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work. To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices​ into your browser. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from all talent pools. We want to be the first choice for prospective employees. It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law.

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.
• 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
• Analyzing interest rate volatility surfaces across tenors and strikes.

Responsibilities

• 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.

What This Job Offers

• Job Type: Full-time
• Career Level: Entry Level
• Number of Employees: 5,001-10,000 employees