The role resides within the Market Risk Department covering Contingent Market Risk across Commodity activities to identify and analyze exposures
Job Summary
The role resides within the Market Risk Department covering Contingent Market Risk across Commodity activities to identify and analyze exposures.
Candidates must own the implementation of the market risk framework including limits, models, and stress testing aligned with regulatory standards.
Morgan Stanley offers a supportive culture with opportunities for professional growth, flexible working arrangements, and comprehensive employee benefits.
Matching Summary
The role resides within the Market Risk Department covering Contingent Market Risk across Commodity activities to identify and analyze exposures.
Skills & Requirements
Must-have
Quantitative degree in mathematics or statistics
Understanding of Greeks and risk representations
Proficiency in SQL, R, Matlab, or Python
Experience with VaR and stress testing
Strong organizational skills in fast-paced environment
Nice-to-have
Knowledge in Commodities markets preferred
Ability to work independently in team-oriented environment
Strategic change drive across multiple initiatives
Effective communication with diverse stakeholders
Key Requirements
Degree in quantitative subject, mathematics, statistics, or engineering