Morgan Stanley - Quantitative Risk Analyst

New York, NY
Post time: 12/10/2020






Role Summary

Morgan Stanley is seeking a quantitative analyst with financial industry experience to join our front-line quantitative counterparty risk team.

Job Description
  • Development, calibration, prototyping and documentation of risk models and risk management techniques to meet the needs of front-line risk managers.
  • Analyse historical data in order to determine trends within the hedge fund industry and production of reports to summarize this information for clients and senior management.
  • Develop stress tests for regular reporting and in response to specific events, such as upcoming elections or referendums.
  • Ad hoc analysis of new positions to assess the risk on the account and the impact on the risk profile of the division.
  • Provide ad hoc counterparty risk advice for new exotic derivatives.
  • Work closely with development teams to ensure accurate integration of new risk methods into the risk platforms.
  • This role will suit a candidate who thrives on working in a fast paced environment where their work has high impact.
  • A Ph.D. or equivalent industry experience in quantitative field such as mathematics, physics, engineering or econometrics.
  • Relevant experience in a quantitative, risk, structuring or trading role in the financial industry.
  • Strong understanding of market and counterparty risk methodologies such as stress testing, VaR, PFE, EPE and CVA.
  • Excellent data handling skills, preferably with SQL, and ability to prototype models in high-level languages (e.g., Python) or numerical languages (e.g., R, Matlab).
  • Ability to work collaboratively and to present concepts and solutions clearly to diverse audiences (expert and non-expert) is essential.
About the company Morgan Stanley

The company is an American multinational investment bank and financial services company headquartered at 1585 Broadway in Midtown Manhattan, New York City. With offices in more than 42 countries and more than 55,000 employees, the firm's clients include corporations, governments, institutions and individuals.


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