Morgan Stanley

Director - Market Risk Analytics (Firm Risk Management)

Posted On

Aug. 28, 2024

Location

Mumbai, Maharashtra

Experience Level

Freshers/Experienced

Job Type

Permanent

Apply By

March 12, 2025

Job Description

Morgan Stanley

Market Risk Analytics - Director

Firm Risk Management

In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyze and monitor risks and lead key regulatory initiatives.

Company Profile

Morgan Stanley is an industry leader in financial services, known for mobilizing capital to help governments, corporations, institutions, and individuals around the world achieve their financial goals.

At Morgan Stanley India, we support the Firm’s global businesses, with critical presence across Institutional Securities, Wealth Management, and Investment management, as well as in the Firm’s infrastructure functions of Technology, Operations, Finance, Risk Management, Legal and Corporate & Enterprise Services. Morgan Stanley has been rooted in India since 1993, with campuses in both Mumbai and Bengaluru. We empower our multi-faceted and talented teams to advance their careers and make a global impact on the business. For those who show passion and grit in their work, there’s ample opportunity to move across the businesses for those who show passion and grit in their work.

Interested in joining a team that’s eager to create, innovate and make an impact on the world? Read on…

What you’ll do in the role:

Primary Responsibilities include :

• Analyzing and explaining stressed window changes and model performance indicators including VaR back testing exceptions
• Preparation and execution of ongoing monitoring framework for all market risk capital models
• Conducting ad-hoc proactive analysis based on changing market conditions or portfolio, or at the request of senior management/regulators
• Understanding of various market risk model metrics; staying up to date with regulatory guidelines and model developments
• Collaborating with risk managers regarding model and monitoring performance reviews
• Automating recurring processes to introduce efficiency and robustness
• Present model performance at senior management committees; ensure timely regulatory submissions of high quality

What you’ll bring to the role:

Skills Required

• 5-8 years of work experience in Quantitative modeling, Risk Management, Algorithmic trading, Global markets, or any other quantitative/Data Science field.
• Understanding of basic risk management concepts such as VaR (value-at-risk), stress tests, market risk modelling.
• Knowledge and hands-on experience in a programming language - Python is strongly preferred.
• Experience in people management is required - the candidate should be able to support and motivate the team.
• The candidate needs to be familiar with statistical techniques viz. Regressions Analysis, Hypothesis testing.
• Strong quantitative and analytical skills and ability to work with diverse cultures in a global team.
• Excellent communication skills (Oral and written). Ability to communicate and present logically, precisely and in simple manner, complex and technical issues.
• Attention to details and ability to work under pressure.

Required Qualifications

• Graduate/ Postgraduate/ Advanced degree in Finance, Mathematics, Econometrics, Engineering, or other Quantitative subjects.
Desirable Skills
• FRM, CFA, CQF certification is an advantage.

WHAT YOU CAN EXPECT FROM MORGAN STANLEY:

We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 85 years. At our foundation are five core values — putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back — that guide our more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find trusted colleagues, committed mentors and a culture that values diverse perspectives, individual intellect and cross-collaboration. We Firm is differentiated by the caliber of our diverse team. While our company culture and commitment to inclusion define our legacy and shape our future, helping to strengthen our business and bring value to clients around the world. Learn more about how we put this commitment to action: morganstanley.com/diversity. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry.

We're committed to bringing passion and customer focus to the business.

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.

Jobs at Mumbai

Morgan Stanley

Associate/Sr.Associate MSET Suppor…

Freshers/Experienced

Mumbai, Maharashtra

Director - Market Risk Analytics (Firm Risk Management) Apply Now

Job Description

Jobs at Mumbai

More Jobs at Morgan Stanley

Actively Recruiting Companies at Mumbai, Maharashtra

Director - Market Risk Analytics (Firm Risk Management)