Not specified; not specified; comprehensive employ...
Master's degree in financial engineering
Expert knowledge of fixed income products
Experience building risk management models
The role involves performing initial margin calculations for Fixed Income, Commodities, and Repos while serving as the primary point of contact for internal stakeholders and hedge fund clients
Job Summary
The role involves performing initial margin calculations for Fixed Income, Commodities, and Repos while serving as the primary point of contact for internal stakeholders and hedge fund clients.
Candidates will actively track daily stress loss scenarios, investigate risk drivers, and provide oversight on margin call disputes and settlement fails.
Morgan Stanley offers a supportive environment with comprehensive benefits, flexible working arrangements, and opportunities for professional growth within a global market leader.
Matching Summary
The role involves performing initial margin calculations for Fixed Income, Commodities, and Repos while serving as the primary point of contact for internal stakeholders and hedge fund clients.
Salary
Not specified; Not specified; Comprehensive employee benefits and perks mentioned
Skills & Requirements
Must-have
Master's degree in financial engineering
Expert knowledge of Fixed Income products
Experience building risk management models
Prior experience in Market or Counterparty Risk
Nice-to-have
Programming languages like Python
Willingness to learn across divisions
Strong team ethics and integrity
Knowledge of Excel for data analysis
Key Requirements
Master's degree in financial engineering or similar quantitative subject
Prior experience in Structuring, Strat/Quant, XVA, or Market Risk
Location: London, UK (implied by job title and description)