Market Risk (Risk Management) : Job Level - Associate/Analyst

Morgan Stanley•New York, NY

8d•$75,000 - $140,000

About The Position

0-3 years of financial services/Market Risk experience > Provide in-depth market risk analyses across various commodities desks/products and escalate key risks to senior management > Monitor market risks through review of portfolio risk sensitivities, Value-at-risk (VaR), stress scenario analysis and limit management. > Work closely with various Front Office teams, colleagues from the global FRM team, technology teams, to ensure that key risks are identified, measured, managed and produced on a timely and accurate basis > Maintain constant dialogue with commodities trading desks and front office support groups regarding trading strategies, limit usage, and risk representation of client transactions FRM is committed to creating and providing opportunities that enable our workforce to reflect diverse backgrounds and views. 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. Analyst level - Expected base pay rates for the role will be between $75,000 and $95,000 year at the commencement of employment. Associate level - Expected base pay rates for the role will be between $100,000 and $140,000 year at the commencement of employment. 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

Strong quantitative and technical skills (e.g. SQL, R, Matlab, Python, Excel)
Detail oriented with exceptional organizational skills, analytical thinking, and problem-solving abilities
Proficiency in MS Office and related applications (PowerPoint, Excel, Word)
Familiarity with VaR calculations, stress testing and scenario analysis for derivatives products, FRM or ERP certifications are a plus

Responsibilities

Provide in-depth market risk analyses across various commodities desks/products and escalate key risks to senior management
Monitor market risks through review of portfolio risk sensitivities, Value-at-risk (VaR), stress scenario analysis and limit management.
Work closely with various Front Office teams, colleagues from the global FRM team, technology teams, to ensure that key risks are identified, measured, managed and produced on a timely and accurate basis
Maintain constant dialogue with commodities trading desks and front office support groups regarding trading strategies, limit usage, and risk representation of client transactions

Stand Out From the Crowd

Upload your resume and get instant feedback on how well it matches this job.

Upload and Match Resume