Morgan Stanley Services Group Inc. seeks to fill the position of Vice President in New York, NY.
Develop appropriate risk modeling techniques for securitized products for internal and regulatory frameworks. Capture and analyze emerging risks as a result of dynamic market environment, new market traded products.
Work with cross functional stakeholders for firm wide risk management strategic initiatives, including FRTB and New VaR engine.
Analyze andmunicate risk metric changes as a result of model updates with Risk Managers. Responsible for periodic model calibration activities including model documentation refresh.
Collaborate with multiple stakeholders including but not limited to Market Risk, Front-office Strats, Stress Testing, Model Risk Management and Risk IT.
Respond to audit and regulatory requests on a timely and accurate basis.
Salary : Expected base pay rates for the role will be between $ 150000 and $ 190000 p er year at themencement of employment.
However, base pay if hired will be determined on an individualized basis and is only part of the totalpensation package, which, depending on the position, may also includemission earnings, incentivepensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.
Requirements :
Requires a Bachelor's degree in Civil Engineering, Financial Engineering, or related field plus five (5) years of experience in the position offered or five (5) years of experience as a Director, Associate, Senior Consultant, or a related occupation.
- Requires five (5) years of experience with : market risk and stress testing models; securitized products including agency and non-agency products;
- macro 9Q forecasting and scenario design model development; shock calibration methodologies formodities, foreign exchange, and credit;
Risk modelling using regression, PCA, spline techniques; time-series analysis and data modelling; and DFAST, EBA, PRA, and MAS stress testing exercises.
Qualified Applicants : To apply, visit us at / / Scroll down and enter 3244499 as the Job Number" and click Search jobs." No calls please. EOE
Job ID 3244499
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