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

Morgan Stanley UK

Mumbai, India
On-site
Market risk modeling
Quantitative analysis
Statistical modeling
The Market Risk Analytics group develops, maintains, and monitors the performance of market risk models for Morgan Stanley's portfolio of assets

Job Summary

  • The Market Risk Analytics group develops, maintains, and monitors the performance of market risk models for Morgan Stanley's portfolio of assets.
  • Primary responsibilities include development, enhancement, and maintenance of portfolio market risk models like IRC, CRM and DRC to ensure ongoing appropriateness and adaptations to new regulations.
  • Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow.

Matching Summary

The Market Risk Analytics group develops, maintains, and monitors the performance of market risk models for Morgan Stanley's portfolio of assets.

Skills & Requirements

Must-have

  • Market risk modeling
  • Quantitative analysis
  • Statistical modeling
  • Financial products risk
  • Python programming
  • Regulatory framework adaptation

Nice-to-have

  • Fast-paced environment
  • Team ethic
  • Creative thinking
  • Problem-solving abilities

Key Requirements

  • 4-7 years of work experience
  • Postgraduate/ Advanced degree
  • FRM, CFA, CQF certification is an advantage

Work Rights

Not specified

Tailored Resume

Cover Letter