Market Risk Analytics Vp, Stress Testing And Ai Integration
Morgan Stanley UK
New York, United States
Base: $120,000 - $205,000; bonus/equity: not speci...
Hybrid
Market shock scenario design
Stress testing models
Quantitative analysis
The role will reside within the Firm Risk Management's Risk Analytics area, developing market risk, credit risk and scenario analytics models
Job Summary
The role will reside within the Firm Risk Management's Risk Analytics area, developing market risk, credit risk and scenario analytics models.
The new hire will join the Market Risk Analytics team to undertake research, modelling, development, and analysis of models-based measures and enhance existing processes with the application and development of AI tools.
Morgan Stanley is committed to maintaining the first-class service and high standard of excellence that have defined the company for over 89 years.
Matching Summary
The role will reside within the Firm Risk Management's Risk Analytics area, developing market risk, credit risk and scenario analytics models.
Salary
Base: $120,000 - $205,000; Bonus/Equity: Not specified; Benefits: Included in total compensation package
Skills & Requirements
Must-have
Market shock scenario design
Stress testing models
Quantitative analysis
Python and SQL proficiency
AI tool development/deployment
Nice-to-have
Project management skills
Stakeholder management skills
Interest in financial products
Critical thinking and problem solving
Key Requirements
PhD/Master degree in a quantitative field
5+ years of experience with quantitative risk models
3+ years of Associate or above level experience
Proficiency in Python, SQL, and Microsoft products
Familiarity with AI tools and experience with prompting
Experience with market risk regulatory rules is a plus