Market Risk Manager - Xva Coverage Team (risk Management) : Job Level - Vice President
Morgan Stanley
New York, United States
Base: $120,000 - $205,000; bonus/equity: not speci...
On-site
Market risk oversight
Xva coverage
Counterparty risk assessment
The role will reside within the Firm Risk Management's Market Risk Department (MRD) which is a team dedicated to providing independent market risk oversight across the Morgan Stanley's trading and banking activities
Job Summary
The role will reside within the Firm Risk Management's Market Risk Department (MRD) which is a team dedicated to providing independent market risk oversight across the Morgan Stanley's trading and banking activities.
The role requires sound risk judgment, deep product understanding, and the ability to engage credibly with senior Front Office stakeholders.
Lead and drive initiatives within the XVA coverage area, including market risk modelling enhancements, development of stress tests, or regulatory initiatives (e.g. Fundamental Review of the Trading Book).
Matching Summary
The role will reside within the Firm Risk Management's Market Risk Department (MRD) which is a team dedicated to providing independent market risk oversight across the Morgan Stanley's trading and banking activities.
Salary
Base: $120,000 - $205,000; Bonus/Equity: Not specified; Benefits: Not specified
Skills & Requirements
Must-have
Market risk oversight
XVA coverage
Counterparty risk assessment
Portfolio risk sensitivities
Limit monitoring
Nice-to-have
Senior Front Office stakeholder engagement
Proactive team player
Curiosity and self-motivation
Key Requirements
5 Years + experience
MS Excel, VBA, and SQL competence
Excellent communication skills
Knowledge of VaR and CCAR is a plus
Product expertise in Fixed Income and/or Equity products including derivatives is desired