Market Risk Analytics Vp, Stress Testing And Ai Integration

Morgan Stanley

Base: $120,000 - $205,000; bonus/equity: not speci...
Hybrid
Market shock scenario design
Stress testing models
Quantitative analysis
The role will reside within the Firm Risk Management's Risk Analytics area, developing, maintaining, and monitoring market risk and stress testing models

Job Summary

  • The role will reside within the Firm Risk Management's Risk Analytics area, developing, maintaining, and monitoring market risk and stress testing models.
  • The new hire will undertake research, modelling, development, and analysis of models-based measures and enhance existing processes with the application and development of AI tools.
  • Morgan Stanley is committed to providing a supportive and inclusive workplace, offering attractive employee benefits and opportunities for growth.

Matching Summary

The role will reside within the Firm Risk Management's Risk Analytics area, developing, maintaining, and monitoring market risk and stress testing models.

Salary

Base: $120,000 - $205,000; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Market shock scenario design
  • Stress testing models
  • Quantitative analysis
  • Python and SQL proficiency
  • AI tool familiarity
  • Stakeholder communication

Nice-to-have

  • AI tool development/deployment
  • Market risk regulatory rules
  • Interest in financial products

Key Requirements

  • PhD/Master degree in a quantitative field
  • 5+ years of experience with quantitative risk/financial models
  • 3+ years at Associate or above level
  • Experience with risk models (VaR, IRC/DRC, IDL)
  • Experience with time series analysis, statistics, or asset pricing
  • Proficiency in Microsoft products
  • Experience with prompting AI tools
  • Project management skills
  • Independent work ability

Work Rights

Not specified

Tailored Resume

Cover Letter