Perform risk analysis of global multi-asset portfolios to assess market and liquidity risks, with focus on equities, rates, commodities, FX and credit
Job Summary
Perform risk analysis of global multi-asset portfolios to assess market and liquidity risks, with focus on equities, rates, commodities, FX and credit.
Maintain regular client dialogue on proposed portfolios or limit requests and be articulate Morgan Stanley’s margin methodologies and risk management approach.
Engage market experts to develop views of market conditions, ensuring a deep understanding of inherent risk and be able to explain concisely to internal decision makers and interested external parties, such as regulators, if required.
Matching Summary
Perform risk analysis of global multi-asset portfolios to assess market and liquidity risks, with focus on equities, rates, commodities, FX and credit.
Skills & Requirements
Must-have
Market risk of multi-asset portfolios
Intraday and overnight risk basis
Client onboarding and due diligence
Client dialogue on portfolios
Risk identification of model assumptions
Exchange and CCP interaction
Nice-to-have
Intellectual curiosity for markets
Advocate for improvements
Deep understanding of market conditions
Key Requirements
Advanced degree in economics, finance, mathematics, statistics or related field preferred
Product knowledge in Listed Derivatives and OTC Clearing
Understanding of regulatory requirements for futures markets
Broad knowledge of trading, operational, and risk management practices within an FCM and/or broker-dealer