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.
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.
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
Python programming
Financial products risk
Nice-to-have
Fast-paced environment
Strong problem-solving
Oral presentation skills
Team ethic
Key Requirements
4-7 years of work experience
Postgraduate/Advanced degree
Quantitative Finance, Mathematics, Econometrics, Engineering, or other Quantitative subjects