Assistant Vice President, Strats

Morgan Stanley

New York, NY, US
Base: $145,000 py; bonus/equity: commission earnin...
Develop quantitative pricing and risk management models
Execute econometric and statistical projection models
Apply object-oriented programming languages
The role involves building quantitative models for risk analytics and reporting while collaborating on pricing strategies and new product offerings

Job Summary

  • The role involves building quantitative models for risk analytics and reporting while collaborating on pricing strategies and new product offerings.
  • Candidates will be responsible for deploying production model code, running simulation-based bank deposit models, and ensuring compliance with CCAR regulations.
  • Morgan Stanley offers a supportive environment with comprehensive benefits, opportunities for internal mobility, and a commitment to diversity and inclusion.

Matching Summary

The role involves building quantitative models for risk analytics and reporting while collaborating on pricing strategies and new product offerings.

Salary

Base: $145,000 per year; Bonus/Equity: Commission earnings, incentive compensation, discretionary bonuses; Benefits: Comprehensive employee benefits and perks

Skills & Requirements

Must-have

  • Develop quantitative pricing and risk management models
  • Execute econometric and statistical projection models
  • Apply object-oriented programming languages
  • Implement CI/CD pipelines using Git and Jenkins
  • Ensure compliance with CCAR regulatory requirements

Nice-to-have

  • Collaborate with banking business stakeholders
  • Experience with big data infrastructure
  • Strong analytical problem-solving skills
  • Ability to prepare model documentation
  • Adaptability to ad-hoc stakeholder requests

Key Requirements

  • Master's degree in Finance, Economics, or related field
  • Two years of experience in risk management or related occupation
  • Experience with fixed income and interest rate products
  • Proficiency in enterprise software development and code quality control

Work Rights

Not specified

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