Base: $120,000 - $205,000; bonus/equity: not speci...
Hybrid
Market risk modeling methodologies
Var, stressed var, irc, crm
Python programming skills
The MRA group develops, maintains and monitors the performance of market risk models for Morgan Stanley's portfolio of assets
Job Summary
The MRA group develops, maintains and monitors the performance of market risk models for Morgan Stanley's portfolio of assets.
The role will encompass development of analytics and their implementation using an array of internal and external technologies, including direct programming of solutions.
Morgan Stanley offers a supportive and inclusive workplace with attractive employee benefits and perks.
Matching Summary
The MRA group develops, maintains and monitors the performance of market risk models for Morgan Stanley's portfolio of assets.
Salary
Base: $120,000 - $205,000; Bonus/Equity: Not specified; Benefits: Not specified
Skills & Requirements
Must-have
Market risk modeling methodologies
VaR, stressed VaR, IRC, CRM
Python programming skills
Quantitative research and analysis
Risk management framework
Nice-to-have
Collaborative team environment
Effective communication skills
Independent work ethic
Attention to detail
Key Requirements
Master's or higher degree in a quantitative field
At least 5 years of relevant work experience
Strong programming skills (Python)
Strong communication, leadership and project management skills