Asset Liability Management (risk Management) : Job Level - Analyst

Morgan Stanley

New York, United States
Base: $75,000 - $95,000; bonus/equity: not specifi...
On-site
Interest rate risk in banking book
Net interest income (nii) and economic value of equity (eve) sensitivities
Sql and python for data analysis
This role sits within Firm Risk Management, on the Asset Liability Management (ALM) Risk team, which is responsible for identifying, assessing, and monitoring interest rate risk in the banking book

Job Summary

  • This role sits within Firm Risk Management, on the Asset Liability Management (ALM) Risk team, which is responsible for identifying, assessing, and monitoring interest rate risk in the banking book.
  • The successful candidate will join a high visibility team that works closely with Corporate Treasury, the Chief Investment Office (CIO), and senior risk management leadership.
  • This position is well suited for a highly analytical individual who is comfortable working directly with large datasets and risk metrics and who is eager to apply SQL and Python to real world balance sheet and risk management problems.

Matching Summary

This role sits within Firm Risk Management, on the Asset Liability Management (ALM) Risk team, which is responsible for identifying, assessing, and monitoring interest rate risk in the banking book.

Salary

Base: $75,000 - $95,000; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Interest rate risk in banking book
  • Net Interest Income (NII) and Economic Value of Equity (EVE) sensitivities
  • SQL and Python for data analysis
  • Balance sheet strategy
  • Risk metrics and reporting

Nice-to-have

  • Senior management reporting
  • Regulatory engagement
  • Analytical deepening

Key Requirements

  • 1-2 years of relevant experience
  • Bachelor's degree required
  • Prior exposure to Treasury, ALM, or balance sheet risk strongly preferred
  • Strong hands on proficiency in SQL and Python

Work Rights

Not specified

Tailored Resume

Cover Letter