Model Risk Scenario Design, Director, Firm Risk Management

Morgan Stanley

Mumbai, India
Model validation and risk assessment
Regulatory stress testing
Quantitative discipline degree
Provide independent review and validation compliant with MRM policies and procedures, regulatory guidance and industry leading practices

Job Summary

  • Provide independent review and validation compliant with MRM policies and procedures, regulatory guidance and industry leading practices.
  • Take initiatives and responsibility of end-to-end delivery of a stream of Model / Tool Validation and related Risk Management deliverables.
  • 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

Provide independent review and validation compliant with MRM policies and procedures, regulatory guidance and industry leading practices.

Skills & Requirements

Must-have

  • Model validation and risk assessment
  • Regulatory stress testing
  • Quantitative discipline degree
  • Python programming proficiency
  • Statistical techniques and quantitative finance
  • Dynamic, team-oriented environment

Nice-to-have

  • Continuous learning and adaptation
  • Strong communication and presentation skills
  • Knowledge of other programming languages
  • Understanding of complex financial instruments
  • Progress towards professional certifications

Key Requirements

  • 6-9 years of relevant work experience
  • Masters or Doctorate degree in a quantitative discipline
  • Experience in a Quant role in validation or development
  • Knowledge of Basel Regulations and Regulatory Exams

Work Rights

Not specified

Tailored Resume

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