Model Risk, Asset Liability Management (risk Management) : Job Level - Associate

Morgan Stanley

New York, United States
Base: $100,000 - $140,000; bonus/equity: discretio...
On-site
Independent review and validation of treasury models
Quantitative testing and performance monitoring
Regulatory guidance and market trends
This role resides within Firm Risk Management's Model Risk Management (MRM) group, responsible for oversight of models and tools risk across the Firm, focusing on Treasury models

Job Summary

  • This role resides within Firm Risk Management's Model Risk Management (MRM) group, responsible for oversight of models and tools risk across the Firm, focusing on Treasury models.
  • Primary responsibilities include conducting independent review and validation of Treasury and IRRBB models, developing a deep understanding of various Treasury analytics, and performing quantitative testing.
  • Morgan Stanley offers a supportive and empowering environment with opportunities for growth, comprehensive employee benefits, and a commitment to diversity and inclusion.

Matching Summary

This role resides within Firm Risk Management's Model Risk Management (MRM) group, responsible for oversight of models and tools risk across the Firm, focusing on Treasury models.

Salary

Base: $100,000 - $140,000; Bonus/Equity: Discretionary; Benefits: Comprehensive

Skills & Requirements

Must-have

  • independent review and validation of Treasury models
  • quantitative testing and performance monitoring
  • regulatory guidance and market trends
  • communication of validation results

Nice-to-have

  • collaborative and dynamic environment
  • progress toward professional certifications

Key Requirements

  • Master's degree in a quantitative or finance related discipline preferred
  • Strong statistical and quantitative skills
  • Familiarity with financial risk modeling techniques
  • Programming proficiency in Python, SQL, or similar
  • Knowledge of regulatory expectations for model risk management

Work Rights

Not specified

Tailored Resume

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