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

Morgan Stanley

Base: $100,000 - $140,000; bonus/equity: not speci...
Model validation
Interest rate risk in the banking book (irrbb)
Liquidity and funding models
The Model Risk Management (MRM) group is responsible for oversight of models and tools risk across the Firm, focusing on models used by Treasury

Job Summary

  • The Model Risk Management (MRM) group is responsible for oversight of models and tools risk across the Firm, focusing on models used by Treasury.
  • Primary responsibilities include independent review and validation of Treasury and IRRBB models and tools, developing deep understanding of various financial risk concepts, and performing quantitative testing.
  • Morgan Stanley offers a supportive and empowering environment with attractive and comprehensive employee benefits and perks, and ample opportunity for career advancement.

Matching Summary

The Model Risk Management (MRM) group is responsible for oversight of models and tools risk across the Firm, focusing on models used by Treasury.

Salary

Base: $100,000 - $140,000; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Model validation
  • Interest Rate Risk in the Banking Book (IRRBB)
  • Liquidity and funding models
  • Quantitative testing
  • Regulatory guidance

Nice-to-have

  • Collaborative dynamic environment
  • Attention to detail
  • Interest in financial risk management
  • Progress toward CFA or FRM

Key Requirements

  • Master's degree in quantitative or finance discipline preferred
  • Bachelor's degree with relevant experience considered
  • Strong statistical and quantitative skills
  • Programming proficiency in Python, SQL, or similar
  • Knowledge of SR 11-7

Work Rights

Not specified

Tailored Resume

Cover Letter