Vice President, Risk/ Policy Mgmt

Morgan Stanley•New York, NY

5d•$159,000 - $205,000•Hybrid

About The Position

Morgan Stanley Services Group, Inc. is seeking a Vice President, Risk/ Policy Mgmt in New York, New York to develop, enhance, and maintain macroeconomic forecasting and scenario generation models used for firmwide and regulatory stress testing. Scenario production including model development, estimation, documentation, validation support, and ongoing monitoring. Assist in economic research, statistical modeling, machine learning, and methodology development to enhance the scenario design framework. Drive automation and process improvements using Python, R, and analytics tools. Produce audit-ready model documentation in line with internal governance and regulatory expectations. Partner with Model Risk Management, Internal Audit, Finance, and Regulatory Affairs on reviews and examinations. Communicate analytical results to senior management and governance committees. Provide support to software tool development and testing and scenario design documentation. Telecommuting permitted up to 2 days per week.

Requirements

Master’s degree in Physics, Financial Engineering, or a related field of study
Three (3) years of experience in the position offered or three (3) years as a Director, Associate, or a closely related occupation.
Three (3) years of experience with Econometric and statistical modeling techniques applied to macroeconomic and financial risk analysis
Three (3) years of experience with Scenario‑based forecasting and stress‑testing methodologies for regulatory and internal capital planning
Three (3) years of experience with Time‑series modeling technologies including econometric modeling, structural break analysis, and back test analysis
Three (3) years of experience with Developing and maintaining macroeconomic modeling frameworks and satellite models
Three (3) years of experience with Vendor tools including Oxford Economics Macro Models
Three (3) years of experience with Scenario production platforms and workflows, including quarterly path generation, validation, and publication controls
Three (3) years of experience with Data production technologies for large‑scale macro‑financial datasets including usage of external data sourcing and data quality checks tools including Haver Analytics
Three (3) years of experience with Python for quantitative modeling, automation, and production deployment
Three (3) years of experience with Python and R programming for statistical analysis, model estimation, diagnostics, and testing
Three (3) years of experience with Relational data technologies for data extraction, transformation, and validation
Three (3) years of experience with Model testing, validation support, and remediation processes aligned with Model Risk Management (MRM) standards
Three (3) years of experience with Automated documentation generation tools including Rmarkdown
Three (3) years of experience with Automated documentation techniques for model methodology, assumptions, and governance artifacts
Three (3) years of experience with Developing analytical utilities and visualization technologies including dashboards, charting, severity comparison tools
Three (3) years of experience with Version control and collaborative development technologies including Git for model and code lifecycle management
Three (3) years of experience with Project management tools and techniques for tracking model development, remediation milestones, and delivery timelines
Three (3) years of experience with Preparing technical materials for senior management, audit, and regulatory review forums
One (1) year of experience with Generative AI tools for analytical workflows, automation, and productivity enhancement including the design and development of AI agents to support modeling, documentation, and process automation tasks.

Responsibilities

Develop, enhance, and maintain macroeconomic forecasting and scenario generation models used for firmwide and regulatory stress testing.
Scenario production including model development, estimation, documentation, validation support, and ongoing monitoring.
Assist in economic research, statistical modeling, machine learning, and methodology development to enhance the scenario design framework.
Drive automation and process improvements using Python, R, and analytics tools.
Produce audit-ready model documentation in line with internal governance and regulatory expectations.
Partner with Model Risk Management, Internal Audit, Finance, and Regulatory Affairs on reviews and examinations.
Communicate analytical results to senior management and governance committees.
Provide support to software tool development and testing and scenario design documentation.