Risk Analytics IMM Counterparty Credit Risk, Analyst/ Associate, Firm Risk at Morgan Stanley

Mumbai, maharashtra, India -

Full Time

Start Date

Immediate

Expiry Date

12 Feb, 26

Salary

0.0

Posted On

14 Nov, 25

Experience

0 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Risk Management, Quantitative Modeling, Programming, Financial Methods, Statistics, Econometrics, Mathematics, Python, C++, VBA, R, SQL, Monte Carlo Simulation, Optimization Techniques, Time Series Analysis, Regulatory Compliance, AI

Industry

Financial Services

Description

Research, development, enhancement, and documentation of IMM Counterparty credit risk, methodologies, and tools for regulatory and risk management purposes Perform analysis including model recalibrations, back-tests, stress tests, scenario, and sensitivity analyses. Programming of prototypes/production code (within an established C++/R /Python libraries) which will be productionized. Program, test and implement quantitative financial methods using Python, C++, VBA, R, Matlab and SQL Utilize advanced statistics, econometrics and mathematical skills including probability theory, stochastic calculus, Monte Carlo simulation, numerical analysis, optimization techniques and time series analysis Work with Technology on model testing, implementation, and production Collaborate with risk managers and other stakeholders to address their requests and for relevant model enhancements Participate in Regulatory and validation exams by providing documentation and responses to regulators and internal validators 0-2 (Analyst), 2.5+ (Associate) and 6+ (Director) years of work experience in quantitative modeling, Risk Management, algorithmic trading Analytical skills and ability to work with diverse cultures in a global team. Strong knowledge of financial traded products e.g. derivatives and their pricing. Knowledge and hands-on experience in one of the programming languages R, Python, MATLAB, C# or C++ is strongly preferred. Ability to communicate and present logically, precisely and in simple manner, complex and technical issues. Graduate/Under-graduate/Advance degrees in finance, mathematics, physics econometrics, engineering or other quantitative subjects. Candidates should have a strong theoretical foundation in mathematics, quantitative finance and derivatives. Candidates will have to deal in Python, SQL queries, and MS-Office on daily basis. Knowledge of risk mitigation practices and experience with Basel II/III/IV rules will be considered advantageous. Experience in one of the following AI, ML, NLP, Big Data Analytics, Tableau is an advantage 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. 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.

Responsibilities

The role involves research, development, and enhancement of IMM Counterparty credit risk methodologies and tools. Analysts will perform model recalibrations, back-tests, and collaborate with risk managers for model enhancements.