Prime Brokerage Risk, Associate

Morgan Stanley•New York, NY

13d

About The Position

Perform risk analysis of global multi-asset portfolios to assess market and liquidity risks, with focus on equities, rates, commodities, FX and credit Manage risk identification of model & portfolio assumptions, market inputs, pricing issues, and drive understanding of the design of respective risk measurement methodologies including VaR, stress testing, scenario analysis, liquidity analysis etc. Collaborate with the Trading, Sales, Credit and IT teams to ensure market risks are fully understood, captured and approaches challenged where necessary Work with market experts to develop a view of market conditions, ensuring deep understanding on inherent risk and be able to explain in a simple way both to internal decision makers and interested external parties, such as regulators, if required 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. Expected base pay rates for the role will be between $150,000 and $200,000 per 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

3+ years of experience in the financial services industry, with Listed Derivatives and/or Prime Brokerage knowledge required
Strong quantitative and analytical skills required
Understanding of the regulatory requirements applicable to the futures markets, and a broad knowledge of the trading, operational, and risk management practices within an FCM and/or broker-dealer
Strong interpersonal, verbal and written communication skills with a high level of intellectual curiosity

Nice To Haves

Advanced degree in economics, finance, mathematics, statistics or related field preferred
FRM and/or CFA charter holder (or in the process obtaining) a plus
Knowledge of CCPs structures and their respective margin methodologies a positive
Strong excel and/or python skills a plus

Responsibilities

Perform risk analysis of global multi-asset portfolios to assess market and liquidity risks, with focus on equities, rates, commodities, FX and credit
Manage risk identification of model & portfolio assumptions, market inputs, pricing issues, and drive understanding of the design of respective risk measurement methodologies including VaR, stress testing, scenario analysis, liquidity analysis etc.
Collaborate with the Trading, Sales, Credit and IT teams to ensure market risks are fully understood, captured and approaches challenged where necessary
Work with market experts to develop a view of market conditions, ensuring deep understanding on inherent risk and be able to explain in a simple way both to internal decision makers and interested external parties, such as regulators, if required
This role will provide risk management expertise in complex areas and should be able to manage their own work with limited supervision
Detail oriented and able to challenge business requests with an independent mindset and expert advice
Able to provide clear and articulate guidance to internal stakeholders on policy and regulatory requirements, interacting with individuals at all levels within an organization

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