Market Risk Analytics (incremental Risk Charge), Director, Firm Risk Management

Morgan Stanley

Not specified; not specified; comprehensive employ...
4-7 years quantitative modeling experience
Deep understanding of statistical modeling
Advanced python programming skills
The role involves developing, maintaining, and monitoring market risk models like IRC, CRM, and DRC to ensure regulatory appropriateness

Job Summary

  • The role involves developing, maintaining, and monitoring market risk models like IRC, CRM, and DRC to ensure regulatory appropriateness.
  • Candidates will contribute to key regulatory deliverables while ensuring robust implementation and timely completion of ongoing model evaluations.
  • Morgan Stanley offers a supportive culture with opportunities to work alongside top talent in a global firm committed to diversity and inclusion.

Matching Summary

The role involves developing, maintaining, and monitoring market risk models like IRC, CRM, and DRC to ensure regulatory appropriateness.

Salary

Not specified; Not specified; Comprehensive employee benefits and perks

Skills & Requirements

Must-have

  • 4-7 years quantitative modeling experience
  • Deep understanding of statistical modeling
  • Advanced Python programming skills
  • Knowledge of VaR and Stressed VaR models
  • Experience with regulatory deliverables

Nice-to-have

  • Strong problem-solving abilities
  • Fast-paced environment adaptability
  • Excellent oral presentation skills
  • Modern development toolchain knowledge

Key Requirements

  • Postgraduate degree in Quantitative Finance or related field
  • 4-7 years of work experience in Risk Management
  • FRM, CFA, or CQF certification is an advantage

Work Rights

Not specified

Tailored Resume

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