Morgan Stanley-posted 2 months ago
$100,000 - $140,000/Yr
Full-time • Entry Level
New York, NY
5,001-10,000 employees
Securities, Commodity Contracts, and Other Financial Investments and Related Activities

Morgan Stanley's Firm Risk Management (FRM) Division is an exciting and rapidly growing space. We support Morgan Stanley to achieve its business goals by partnering with business units across the Firm to realize efficient risk-adjusted returns, acting as a strategic advisor to the Board and protecting the Firm from exposure to losses as a result of credit, market, liquidity, operational, model and other risks. The role will reside within the Firm Risk Management's Risk Analytics area. Risk Analytics develops market risk analytics, credit risk analytics and scenario analytics models providing quantitative analysis on the Firm's risk exposures. By developing mathematical and statistical models, Risk Analytics calculates the risks associated with specified sets of financial positions and day-to-day operations. Morgan Stanley is seeking an Analyst or first-year Associate in its Market Risk Analytics department with focus on Commodity and Equity asset classes. The Market Risk Analytics group develops, maintains, and monitors the performance of market risk (VaR, Stressed VaR, and IRC) and stress testing models for Morgan Stanley's portfolio of assets, as required by the regulatory framework and the Firm's risk management needs. The new hire will join the Market Risk Analytics Commodity & Equity team to undertake research, modelling, development, and analysis of various market risk models to ensure appropriate modelling and capture of risk, regulatory capital calculation, and ongoing compliance with regulatory requirements, including the upcoming Fundamental Review of Trading Book (FRTB).

  • Minimum Bachelor's degree in Quantitative Finance, Economics, Math, Physics, Engineering or a related field of study
  • Minimum 2 years experience
  • Python coding skill required; SQL experience preferred.
  • Experience in developing model in a production environment is a plus.
  • Prefer some experience with VaR, Risks Not in VaR, Basel framework and FRTB rules.
  • Strong skills in communication, critical thinking, problem solving, and collaboration.
  • Knowledge and broad interest in financial market and derivatives.
  • Knowledge and broad interest in risk management, and regulation.
  • Close attention to details and ability to provide information in a usable format.
  • Comprehensive employee benefits and perks
  • Opportunities for career advancement within the company
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