Risk Analytics (IRB Credit Rating Model), Director, Firm Risk Management) at Morgan Stanley

Mumbai, maharashtra, India -

Full Time

Start Date

Immediate

Expiry Date

13 Feb, 26

Salary

0.0

Posted On

15 Nov, 25

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Credit Risk Models, Econometric Analyses, Backtesting, Stress Testing, Data Analysis, Statistical Techniques, Regressions Analysis, Hypothesis Testing, Programming Languages, R, Python, MATLAB, SQL, C#, C++, AI, ML

Industry

Financial Services

Description

Participate in research, development, and implementation of credit risk models Perform econometric analyses to support methodology development Support backtesting, stress testing, scenario analyses and sensitivity studies Analyze model changes and perform data analyses for various purposes including model improvement Partner with teams across Risk Analytics, technology, model risk management, credit risk officers and other teams throughout FRM and the Firm. Own modeling efforts for credit risk modelling in Mumbai 0-10 years of work experience in quantitative modeling, Risk Management, algorithmic trading, global markets or any other quantitative/Data Science field. Prior analytics work experience in a bank credit-related department. Examples include lending or trading analytics. The candidate needs to be familiar with statistical techniques viz. Regressions Analysis, Hypothesis testing et al. Understanding of financial institutions regulatory frameworks. Examples include IRB, CECL, CCAR, Dodd-Frank and Basel. Strong quantitative and analytical skills and ability to work with diverse cultures in a global team. Knowledge and hands-on experience in one of the programming languages R, Python, MATLAB, SQL, C# or C++ is strongly preferred. Ability to communicate and present logically, precisely and in simple manner, complex and technical issues. Attention to details and ability to work under pressure and cope with a fast moving environment. - Graduate/ Postgraduate/ Advanced degree in Finance, Mathematics, Econometrics, Engineering, or other Quantitative subjects. 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. Experience in AI, ML, NLP, Big Data Analytics, PowerBI is an advantage.

Responsibilities

Participate in research, development, and implementation of credit risk models. Analyze model changes and perform data analyses for various purposes including model improvement.