Analyst, Market Risk (Risk Management)

Firm Risk Management

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, model and other risks.

Primary Responsibilities

> Maintain on-going dialogue with trading desks and Front Office support groups regarding positioning, market developments, trading strategies, limit usage, and risk representation of new trades

> Monitor market risks through the review of portfolio risk sensitivities, Value-at-risk (VaR) and stress scenario analysis, in-depth risk analysis of specific products or strategies, and limit monitoring

> Support projects involving your coverage area, such as developing new market risk monitoring tools, market risk modelling enhancements, development of stress tests, or regulatory initiatives (e.g. Fundamental Review of the Trading Book)

> Help create presentations articulating key risks and portfolio changes to senior management in a timely fashion

> Collaborate closely with colleagues from the global Market Risk Department and other support groups, including Finance, Technology

Experience

> Candidate must have a bachelor's degree at a minimum; knowledge of market risk concepts such as stress scenario analysis and risk measures and/or equity product knowledge would be a plus

> Curiosity and self-motivation to develop expertise in equity products, markets, and risk management practices

> Strong inter-personal skills, including ability to develop relationships and communicate with a broad range of stakeholders, including traders, market risk colleagues, and technologists

> Strong proficiency with a variety of technology tools, including analyzing large data sets using tools such as Excel or SQL, and ability to develop analytical tools in Python

> Attention to detail, project management and prioritization skills will also be key in balancing daily deadlines with timely implementation of strategic projects

Expected base pay rates for the role will be between $68,000 and $90,000 per year at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.

Morgan Stanley's goal is to build and maintain a workforce that is diverse in experience and background but uniform in reflecting our standards of integrity and excellence. 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.

Morgan Stanley is an equal opportunity employer committed to diversifying its workforce (M/F/Disability/Vet).

This role is hybrid and currently requires in office attendance 3 days/week. The in office requirement is subject to change at any time.

Posting Date

Jul 5, 2024

Primary Location

Americas-United States of America-New York-New York

Education Level

Bachelor's Degree

Job

Market Risk

Employment Type

Full Time

Job Level

Analyst