Vice President, Risk / Policy Management

Morgan Stanley Bank, N.A.

New York, New York, USA
Base: $198,000 - $205,000 py; bonus/equity: incent...
Value-at-risk (var) and greeks
Stress testing and scenario analysis
Assess and monitor interest rate risks
In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyze and monitor risks and lead key regulatory initiatives

Job Summary

  • In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyze and monitor risks and lead key regulatory initiatives.
  • Prepare reports and presentations that communicate key risk drivers to the Board of Directors, senior management, and regulators.
  • At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered.

Matching Summary

In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyze and monitor risks and lead key regulatory initiatives.

Salary

Base: $198,000 - $205,000 per year; Bonus/Equity: Incentive compensation, discretionary bonuses, short and long-term incentive packages; Benefits: Other Morgan Stanley sponsored benefit programs

Skills & Requirements

Must-have

  • Value-at-Risk (VAR) and Greeks
  • Stress Testing and Scenario analysis
  • Assess and monitor interest rate risks
  • Risk in fx, futures, interest rate swaps
  • SQL and VBA scripts for data analysis
  • Manage a team of Analysts and Associates

Nice-to-have

  • Collaborate with senior business professionals
  • Maintain active dialogue with stakeholders
  • Work alongside the best and the brightest
  • Relentless collaborators and creative thinkers

Key Requirements

  • Bachelor’s in Computer Engineering, Management, Finance or related field
  • Five (5) years of experience in Risk Management or related occupation
  • Five (5) years of experience with Stress Testing, Limit setting, Greek, risk exposure analysis
  • Five (5) years of experience presenting to Board level stakeholders
  • Five (5) years of experience using market risk knowledge for business proposals
  • Five (5) years of experience managing risk limits of lending and trading portfolios
  • Five (5) years of experience leading cross divisional projects
  • Five (5) years of experience with XVA calculation
  • Five (5) years of experience with market risk regulatory submissions
  • Five (5) years of experience with VBA and SQL programming
  • Five (5) years of experience using project management tools
  • Five (5) years of experience preparing and presenting risk analysis

Work Rights

Not specified

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