Market Risk Analytics – XVA, Associate, FirmRisk Management

Job Description

We’re seeking someone to join our team as an Associate in Risk Analytics team.

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

Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and innovating to better serve our clients and our communities in more than 40 countries around the world.

What You’ll Do In The Role

• Develop functional asset class expertise on an assigned asset class over time.
• Design and develop Python analytical libraries supporting needs of the full suite of market risk models.
• Technically own the code library including development, maintenance, testing, and governance
• Effectively collaborate with other MRA teams and partnering areas - Market Risk Management, Model Risk Management, Strats and IT - to deliver on project requirements.
• Effectively represent/communicate MRA Engineering Team objectives to a wider audience of project stakeholders and senior managers
  
  

What You’ll Bring To The Role

• Requires a master’s degree in a quantitative field such as Quantitative Finance, Physics, Mathematics, Engineering, Computer Science; and three-five (3-5) years of relevant work experience involving a significant quantitative development component;
• Trading markets knowledge especially within the Credit space (products such as Bonds, CDS etc.) along with any exposure to market risk concepts (value-at-risk) is preferred.
• Knowledge of Counterparty Credit Risk/Credit valuation adjustment is preferred
• Strong Python programming skills and packages used for data manipulation, time series and data analysis required.
• Understanding of code development using OOPs concepts along with familiarity with Github version control is required.
• Knowledge of statistics, machine learning algorithms and techniques is preferred.
• Strong written and verbal communication skills essential
• Independent ownership & delivery of projects
  
  

What You Can Expect From Morgan Stanley

At Morgan Stanley, we raise, manage and allocate capital for our clients – helping them reach their goals. We do it in a way that’s differentiated – and we’ve done that for 90 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. 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. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. 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. There’s also ample opportunity to move about the business for those who show passion and grit in their work.

To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser.

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.