Market Risk (Risk Management) - XVA : Job Level - Associate at Morgan Stanley

New York, New York, United States -

Full Time

Start Date

Immediate

Expiry Date

12 Feb, 26

Salary

140000.0

Posted On

14 Nov, 25

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Market Risk, Risk Management, Trading Strategies, Value-at-risk, Stress Scenario Analysis, Limit Monitoring, Data Analysis, MS Excel, VBA, SQL, Communication Skills, PowerPoint, Fixed Income, Equity Products, Derivatives, Curiosity, Self-motivation

Industry

Financial Services

Description

> Maintain on-going dialogue with trading desks and Front Office support groups regarding positioning, market developments, trading strategies, limit usage, and risk representation of new and/or exotic trades. > Monitor market risks through the review of portfolio risk sensitivities, Value-at-risk (VaR), stress scenario analysis and limit monitoring. > Support projects involving your coverage area, such as market risk modelling enhancements, development of stress tests, or regulatory initiatives (e.g. Fundamental Review of the Trading Book). > Collaborate closely with colleagues from the global Market Risk Department and other support groups, including Model Risk Management Finance & Technology. > 2 Years + experience in a trading or a market risk department is a plus > Curiosity and self-motivation to develop expertise in financial products, markets, and risk management practices > Ability to synthesize complex problems and conceptualize appropriate solutions > Proactive with the ability to work as both part of a close-knit team and independently > Strong IT skills are desired to facilitate data analysis, competence MS Excel, VBA, and SQL > Excellent communication skills for written, graphical and verbal presentation, with high competency in PowerPoint > Knowledge of market risk concepts like VaR and regulatory activities like CCAR is a plus > Product expertise in Fixed Income and/or Equity products including derivatives is desired FRM is committed to creating and providing opportunities that enable our workforce to reflect diverse backgrounds and views. 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. 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. Expected base pay rates for the role will be between $100,000 and $140,000 year at the commencement of employment. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from all talent pools. We want to be the first choice for prospective employees. It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law.

Responsibilities

Maintain ongoing dialogue with trading desks and support groups regarding market developments and risk representation of trades. Monitor market risks through portfolio risk sensitivities and limit monitoring.