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

Morgan Stanley UK

New York, United States
Base: $100,000 - $140,000; bonus/equity: not speci...
On-site
Interest rate risk in the banking book (irrbb) models
Liquidity and funding models
Quantitative testing
This role resides within Firm Risk Management's Model Risk Management (MRM) group, which is responsible for oversight of models and tools risk across the Firm

Job Summary

  • This role resides within Firm Risk Management's Model Risk Management (MRM) group, which is responsible for oversight of models and tools risk across the Firm.
  • The position focuses specifically on models used by Treasury-including Interest Rate Risk in the Banking Book (IRRBB), liquidity and funding-related models, and other Treasury analytical tools.
  • Prepare clear and well structured validation reports for internal stakeholders (model developers, internal audit) and external regulators.

Matching Summary

This role resides within Firm Risk Management's Model Risk Management (MRM) group, which is responsible for oversight of models and tools risk across the Firm.

Salary

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

Skills & Requirements

Must-have

  • Interest Rate Risk in the Banking Book (IRRBB) models
  • liquidity and funding models
  • quantitative testing
  • validation reports

Nice-to-have

  • collaborative dynamic environment
  • market trends
  • macro micro themes

Key Requirements

  • Master's degree in quantitative or finance related discipline preferred
  • Bachelor's degree with relevant experience considered
  • Strong statistical and quantitative skills
  • Familiarity with financial risk modeling techniques
  • Programming proficiency in Python, SQL
  • Prior experience developing or validating models
  • Knowledge of regulatory expectations for model risk management

Work Rights

Not specified

Tailored Resume

Cover Letter