Vice President - Quantitative Analytics Group (model Risk Audit)
Morgan Stanley
New York, NY, United States
Base: $135,000 - $202,500; bonus/equity: not speci...
Hybrid
Quantitative analytics group
Model risk management
Asset liability management
The Internal Audit Division drives attention and resources to vulnerabilities by providing an independent and well-informed view and impactful messages about the most important risks facing our Firm
Job Summary
The Internal Audit Division drives attention and resources to vulnerabilities by providing an independent and well-informed view and impactful messages about the most important risks facing our Firm.
Formulate and lead a wide range of assurance activities to assess model risks within coverage area and the state of controls in place to mitigate them.
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
The Internal Audit Division drives attention and resources to vulnerabilities by providing an independent and well-informed view and impactful messages about the most important risks facing our Firm.
Salary
Base: $135,000 - $202,500; Bonus/Equity: Not specified; Benefits: Not specified
Skills & Requirements
Must-have
Quantitative Analytics Group
Model Risk Management
Asset Liability Management
Interest Rate Risk in the Banking Book
Audit principles and methodology
Nice-to-have
Leverage and analyze data
Coach and mentor others
Effective change and project management
Inclusive work environment
Key Requirements
Masters or PhD in Mathematics, Financial Engineering, Quantitative Finance or hard sciences
At least 6 years' relevant experience
Advanced knowledge of AML, ALM and IRRBB
Experience in model development and validation and/or audit