Risk Analytics - Market Risk, Vice President, Firm Risk Management at Morgan Stanley

Mumbai, maharashtra, India -

Full Time

Start Date

Immediate

Expiry Date

05 Jan, 26

Salary

0.0

Posted On

07 Oct, 25

Experience

10 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Problem Solving, Quantitative Modeling, Risk Management, Algorithmic Trading, Data Analysis, Statistical Modeling, Financial Products, Programming, Python, Team Management, Communication, Regulatory Compliance, Model Validation, Portfolio Management, Analytical Skills, Troubleshooting

Industry

Financial Services

Description

Strong problem-solving abilities, solid writing, and oral presentation skills are desired. The candidate should be able to work in fast-paced environment and willing to learn and evolve along with the role. Firm Risk Management In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyze and monitor risks and lead key regulatory initiatives. Development, enhancement and maintenance of portfolio market risk models like IRC, CRM and DRC to ensure ongoing appropriateness and adaptations to new regulations Contribution to key regulatory deliverables and programs as well as analysis and interpretation of key regulatory requirements. Ensure robust implementation and timely completion of ongoing monitorings and evaluation of market risk models, review existing models to ensure they remain fit for purpose and make improvements where necessary. Collaborate closely with the model validation team to understand validation findings and remediate any identified issues Collaborate with the other teams (data, IT, change management) to ensure that model changes are appropriately implemented. Document models and associated developmental analysis; present results to partners and stakeholders Manage, guide and train junior members of the team 9+ years of work experience in Quantitative modeling, Risk Management, Algorithmic trading, Global markets, or any other quantitative/Data Science field. Deep understanding of quantitative risk including good knowledge of statistical modelleing, financial products and their risk representation. Demonstrable experience in delivering enhancements to risk models Excellent mathematical, analytical, problem solving and troubleshooting skills Strong programming skills and demonstrable experience in coding numerical methods and algorithms, data analysis and manipulation Advanced knowledge of at least one prototyping programming language (preferably Python) and preferably experience/knowledge of professional development concepts and technologies and modern development toolchain Experience in people management is required - the candidate should be able to support and motivate the team The ability to effectively communicate with a wide range of stakeholders, both written and verbally An interest in working in a fast-paced environment, often balancing multiple high priority deliverables. Postgraduate/ Advanced degree in Quantitative 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.

Responsibilities

The candidate will develop, enhance, and maintain portfolio market risk models and ensure their ongoing appropriateness. They will also collaborate with various teams to implement model changes and manage junior team members.