Risk Analytics

2 weeks ago

London, United Kingdom Parametricportfolio Full time

Risk Analytics – Associate
London

3250381


Firm Risk Management (FRM) supports 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 Firm Risk Managements Risk Analytics Department, specifically the Market Risk Analytics team. The Market Risk Analytics team is responsible for the development of market risk methodology and market risk models which feed directly into the firms internal and regulatory capital calculations and risk management frameworks. The team has presence across multiple geographical locations and jurisdictions.

About Morgan Stanley

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.

As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence, and strong team ethic. We can provide a superior foundation for building a professional career – a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.

What will you be doing?

· Development, enhancement and maintenance of market risk models (VaR, Stressed VaR, IRC, CRM and RNIV) to ensure ongoing appropriateness and adaptations to new regulations (e.g. FRTB).

· Contribution to key regulatory deliverables and programs (e.g. FRTB) as well as analysis and interpretation of key regulatory requirements.

· Perform ongoing monitoring and evaluation of market risk models, review existing models to ensure they remain fit for purpose and make improvements where necessary.

· Collaborate closely with the model validation team to understand validation findings and remediate any identified issues

· Collaborate with the other teams (data, IT, change management) to ensure that model changes are appropriately implemented.

· Document models and associated developmental analysis, present results to partners and stakeholders

What we’re looking for:

· MSc or equivalent in a quantitative subject (such as quantitative finance, statistics/mathematics, sciences or engineering)

· Deep understanding of quantitative risk including good knowledge of financial products and their risk representation.

· Demonstrable experience in delivering enhancements to risk models

· Excellent mathematical, analytical, problem solving and troubleshooting skills

· Strong programming skills and demonstrable experience in coding numerical methods and algorithms, data analysis and manipulation

· Strong knowledge of at least one prototyping programming language (preferably Python) and preferably experience/knowledge of professional development concepts and technologies and modern development toolchain

· The ability to effectively communicate with a wide range of stakeholders, both written and verbally

· An interest in working in a fast-paced environment, often balancing multiple high priority deliverables

Flexible work statement:

Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.

Equal opportunities statement:

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.

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