Senior Quantitative Lead-counterparty Credit Risk Exposure

Morgan Stanley

New York, US
Base: $120,000 to $200,000 py; bonus/equity: incen...
Hybrid
5 to 10 years quantitative research experience
Monte carlo simulation expertise
Derivatives pricing knowledge
The role involves developing mathematical and statistical models to calculate risks associated with specified sets of financial positions and day-to-day operations

Job Summary

  • The role involves developing mathematical and statistical models to calculate risks associated with specified sets of financial positions and day-to-day operations.
  • Candidates will work closely with the Credit Risk Management Department, Model Risk Management, Technology, and Risk Governance to ensure appropriate risk capture.
  • Morgan Stanley offers a comprehensive compensation package including base pay between $120,000 and $200,000, along with incentive compensation and extensive benefits.

Matching Summary

The role involves developing mathematical and statistical models to calculate risks associated with specified sets of financial positions and day-to-day operations.

Salary

Base: $120,000 to $200,000 per year; Bonus/Equity: Incentive compensation and discretionary bonuses included; Benefits: Comprehensive employee benefits and perks

Skills & Requirements

Must-have

  • 5 to 10 years quantitative research experience
  • Monte Carlo simulation expertise
  • Derivatives pricing knowledge
  • Counterparty Credit Risk methodology development
  • Model documentation for regulators

Nice-to-have

  • Strong communication and critical thinking skills
  • Experience with hypothesis testing and regression
  • Collaboration with global teams in UK/EU/India
  • Interest in fast-paced financial environment

Key Requirements

  • 4-year accredited university degree in quantitative major
  • 5 to 10 years work experience in commercial or investment bank
  • Familiarity with coding languages

Work Rights

Not specified

Tailored Resume

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