Risk Analytics Developer- Commodities

Morgan Stanley UK

New York, United States
Base: $120,000 - $205,000; bonus/equity: incentive...
Hybrid
Market risk var and rniv models
Commodities risk modeling
Python/r programming languages
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 successful candidate will lead research, modelling, development, and analysis of various market risk models in the commodities area, ensuring compliance with regulatory requirements including FRTB.
  • Morgan Stanley offers a supportive and inclusive workplace with opportunities for professional development and comprehensive employee benefits.

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: Incentive compensation, discretionary bonuses, short and long-term incentive packages; Benefits: Other Morgan Stanley sponsored benefit programs

Skills & Requirements

Must-have

  • Market risk VaR and RNIV models
  • Commodities risk modeling
  • Python/R programming languages
  • SQL for data extraction
  • Basel regulatory framework
  • Fundamental Review of Trading Book (FRTB)

Nice-to-have

  • Genuine curiosity about risk management
  • Collaborative and creative thinkers
  • Supportive and inclusive workplace

Key Requirements

  • Eight (8) years of relevant experience
  • Master's degree in Quantitative Finance, Economics, Math/Physics/Engineering
  • Proven quantitative expertise in pricing and risk modeling
  • In-depth knowledge of Basel and FRTB
  • Proficiency in Python/R and SQL
  • Extensive background in mathematics and statistics

Work Rights

Not specified

Tailored Resume

Cover Letter