Base: $75,000 - $95,000; bonus/equity: not specifi...
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Acl and stress loss analysis
Cecl and ifrs9 methodologies
Regulatory stress tests (ccar)
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Morgan Stanley is seeking an Analyst for its Credit Portfolio Analytics in the Credit Risk Management department. The role focuses on analyzing credit risk, specifically through the evaluation of Allowance for Credit Losses and stress testing, while emphasizing teamwork and strong quantitative skills.
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Job Summary
The role will focus on analyzing the ACL (Allowance for Credit Losses) results, running ACL and stress testing models, and reporting results to management.
Collaborate with risk analytics and technology groups on model implementation and testing, and perform UAT testing on projects to streamline and enhance existing stress testing models.
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
Match Score: 75
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Morgan Stanley is seeking an Analyst for its Credit Portfolio Analytics in the Credit Risk Management department. The role focuses on analyzing credit risk, specifically through the evaluation of Allowance for Credit Losses and stress testing, while emphasizing teamwork and strong quantitative skills.
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Salary
Base: $75,000 - $95,000; Bonus/Equity: Not specified; Benefits: Not specified
Skills & Requirements
Must-have
ACL and stress loss analysis
CECL and IFRS9 methodologies
regulatory stress tests (CCAR)
Excel and PowerPoint proficiency
data lookups and transformations
Nice-to-have
hard working team player
desire and willingness to learn
attention to detail
problem solving skills
Key Requirements
Bachelor's degree required
Strong quantitative and analytical skills
Ability to clearly summarize and communicate complex concepts
Basic knowledge of programming languages such as SQL/VBA/R/Python a plus