Vice President, Finance at Morgan Stanley

New York, New York, United States -

Full Time

Start Date

Immediate

Expiry Date

05 Feb, 26

Salary

0.0

Posted On

07 Nov, 25

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Fair Value Measurement, Equity Vanilla Options, Valuation Models, Equity Volatility Derivatives, Exotic Derivatives, Debt Valuation Adjustment, External Data Assessment, Valuation Techniques, MS Office, Bloomberg

Industry

Financial Services

Description

Responsible for global consistency and mark review issue resolution. Analyze pricing factors in complex financial products and comprehend market movements' impact on the portfolio and firm. Prepare reports and commentary for all level of management and business Evaluate consensus average, and challenge services which do not reflect the market. Provide information flow between front office and market data vendors to make sure consensus data services are in line with trading conventions. Deliver technology and regulatory agenda collaborating with technology and model risk departments, product controllers, and front office. Provide subject matter expertise on Fair Value Hierarchy or Measurement (FVH or FVM) of OTC derivatives and structured notes. Requires a Master's in Economics, Finance, or a related field and three (3) years of experience in the position offered or three (3) years as a Director, Associate, Analyst, or a related role. Requires Three (3) years of experience with: Fair value measurement standards in line with US Generally Accepted Accounting Principles (GAAP) & International Financial Reporting Standards (IFRS) including independent price verification and fair value hierarchy; Equity vanilla options; price and risk behavior; quoting standards; valuation models including Black-Scholes models, parametrization, and calibration of valuation models including spot, volatility, forward, and discount; Equity volatility derivatives and their valuation models such as stochastic variance, parametrization and calibration of valuation models including varswap basis and volatility of variance; Exotic derivatives type of products and key features such as autocallables, cliquets, crash cliquets, and structured notes; Valuation of debt valuation adjustment; Assessing external data in accordance with minimum standards on independence, reliability, transparency, and relevance including tradeable quote, exchange traded data, and consensus data; Valuation techniques built on external data as well as alternative valuation methodologies in lack of external data such as benchmarking or extrapolation; MS Office; and Bloomberg. Qualified Applicants: To apply, visit us at https://morganstanley.eightfold.ai/careers?source=mscom and enter JR015028 in the search field. No calls please. EOE 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. 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

The Vice President of Finance is responsible for ensuring global consistency and resolving mark review issues. This role involves analyzing pricing factors in complex financial products and preparing reports for management.