Cross-asset Market Risk Modeling Specialist

Morgan Stanley

New York, United States
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

Work Rights

Not specified

Tailored Resume

Cover Letter