Market Risk Analytics (incremental Risk Charge), Director, Firm Risk Management

Morgan Stanley UK

Mumbai, India
Market risk modeling
Quantitative analysis
Python programming
The Market Risk Analytics group develops, maintains, and monitors the performance of market risk (VaR, Stressed VaR, IRC and CRM) and stress testing models for Morgan Stanley's portfolio of assets

Job Summary

  • The Market Risk Analytics group develops, maintains, and monitors the performance of market risk (VaR, Stressed VaR, IRC and CRM) and stress testing models for Morgan Stanley's portfolio of assets.
  • Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow.
  • We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry.

Matching Summary

The Market Risk Analytics group develops, maintains, and monitors the performance of market risk (VaR, Stressed VaR, IRC and CRM) and stress testing models for Morgan Stanley's portfolio of assets.

Skills & Requirements

Must-have

  • Market Risk Modeling
  • Quantitative Analysis
  • Python Programming
  • Risk Management
  • Financial Products

Nice-to-have

  • Fast-paced environment
  • Strong communication skills
  • Team ethic
  • Client focus

Key Requirements

  • 4-7 years of work experience
  • Postgraduate/ Advanced degree
  • Quantitative Finance, Mathematics, Econometrics, Engineering
  • Python programming experience

Work Rights

Not specified

Tailored Resume

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