Senior Quantitative Lead-counterparty Credit Risk Exposure

Morgan Stanley UK

New York, United States
Base: $120,000 - $200,000; bonus/equity: not speci...
Hybrid
Counterparty credit risk models
Monte carlo simulation
Derivatives pricing
The role will reside within the Firm Risk Management's Risk Analytics area, developing market risk, credit risk, operational risk, and scenario analytics models

Job Summary

  • The role will reside within the Firm Risk Management's Risk Analytics area, developing market risk, credit risk, operational risk, and scenario analytics models.
  • This individual will work closely with various groups within the Credit Risk Management Department, Model Risk Management, Technology, and Risk Governance in developing counterparty credit risk models.
  • Morgan Stanley is committed to building and maintaining a diverse workforce and providing a supportive and inclusive workplace for all employees.

Matching Summary

The role will reside within the Firm Risk Management's Risk Analytics area, developing market risk, credit risk, operational risk, and scenario analytics models.

Salary

Base: $120,000 - $200,000; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Counterparty Credit Risk Models
  • Monte Carlo simulation
  • derivatives pricing
  • portfolio analytics
  • model documentation

Nice-to-have

  • strategic advisor
  • fast-paced environment
  • creative thinkers
  • diverse backgrounds

Key Requirements

  • 5 to 10 years work experience
  • Quantitative major degree
  • US regulatory initiatives experience
  • Hybrid work model (3 days/week in office)

Work Rights

Not specified

Tailored Resume

Cover Letter