Vice President, Trading Risk Management

Morgan Stanley • New York, NY

1d • $245,000 - $250,000

About The Position

Morgan Stanley & Co. LLC is seeking a Vice President, Trading Risk Management in New York, NY to Monitor Fixed Income Division (“FID”) Profit and Loss and risk positions. Monitor risk in conjunction with various risk stripes within Firm Risk Management (“FRM”). Establishing FID level market risk limits and limit definitions and monitoring and enforcing FID owned limit excesses. Allocate and monitor market risk limits and definitions set by Market Risk Management (“MRD”). Escalate market and credit (lending) limit excessions and approving limit changes.

Requirements

• Requires a Master’s in Finance, Financial Engineering, or a related field
• Requires three (3) years of experience in the position offered or three (3) years as a Finance, Financial Engineering, or a related field
• Requires three (3) years of experience with the following skills: SQL and Python; Bloomberg; Foreign exchange products; Fixed income products; Cash and derivative products; Statistical analysis; Data visualization; Working with quantitative market risk metrics including VaR, stress VaR, and stress testing; Macro Foreign Exchanges in emerging markets (FXEM), including in LATAM market; Designing hypothetical stress scenarios for risk management; and Written, graphical, and verbal presentation.

Responsibilities

• Monitor Fixed Income Division (“FID”) Profit and Loss and risk positions.
• Monitor risk in conjunction with various risk stripes within Firm Risk Management (“FRM”).
• Establishing FID level market risk limits and limit definitions and monitoring and enforcing FID owned limit excesses.
• Allocate and monitor market risk limits and definitions set by Market Risk Management (“MRD”).
• Escalate market and credit (lending) limit excessions and approving limit changes.

What This Job Offers

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