Jobs bei Morgan Stanley in Kanada

Risk Analytics (Risk Management) : Job Level - Vice President page is loaded

Apply locations London, United Kingdom time type Full time posted on Posted Yesterday job requisition id PT-JR010605

The role will reside within Firm Risk Management's Risk Analytics Department, specifically the Credit Risk Methodology Group. This team is responsible for development of credit risk models for estimation of ratings, and probability of default, primarily for use in Internal Ratings Based (IRB) capital calculations but also other downstream processes.

About Morgan Stanley

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.

As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence, and strong team ethic. We can provide a superior foundation for building a professional career – a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.

What will you be doing?

• Enhance and/or redevelop existing Rating models, and PD Calibration models, while ensuring compliance with different regulatory requirements (UK, EU, etc) as well as internal global model development standards.
• Collaborate in a global team environment to execute projects such as:
  - model enhancements and recalibrations,
  - benchmarking, testing and performance monitoring of rating models.
• Support line-by-line self-assessment processes against relevant regulations such as CRR, EGIM, etc for rating models.
• Review and challenge the data and assessments provided by Credit, seek second line approval by demonstrating model conceptual soundness and strong model performance, as well as ensure compliance with relevant global and regulatory standards for rating models.
  

What we’re looking for:

• MSc or equivalent in a quantitative subject
• Understanding rapidly evolving landscape of statistical techniques used in risk modelling such as machine learning.
• Strong analytical ability and programming skills (Python [preferred], R)
• Knowledge of relevant IRB model class

Skills that will help you in the role:

• Knowledge of relevant IRB regulations and requirements (UK and EU)
• Collaborate with teams and stakeholders throughout FRM
• 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.

Where will you be working?

This role will be within the EMEA Credit Risk Methodology team, based in London, working closely within the global function in the US and other locations. The EMEA team, in addition to contributing to global workstreams and priorities, focuses on ensuring that specific regional / legal-entity requirements, standards and practices are met.

Flexible work statement:

Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.

Internal Applicants:

Internal mobility can be a way to grow your career and realize your professional potential. Typically, you must be in your position for at least 18 months and performing satisfactorily before applying for another job at the Firm. Internal applicants can find out more regarding career navigation, mobility guidelines and policy on our employee portal by clicking here .

Equal opportunities statement:

Morgan Stanley is an equal opportunities employer. 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.

WHAT YOU CAN EXPECT FROM MORGAN STANLEY:

We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. 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. At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. 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.

Certified Persons Regulatory Requirements:
If t his role is deemed a Certified role and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks.

Flexible work statement
Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.

Morgan Stanley is an equal opportunities employer. 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.

locations London, United Kingdom time type Full time posted on Posted 30+ Days Ago

At Morgan Stanley, we advise, originate, trade, manage and distribute capital for people, governments and institutions, always with a standard of excellence and guided by our core values.

Morgan Stanley is dedicated to providing first-class service to our clients, in a way that reflects our commitment to creating a more sustainable future and fostering stronger communities around the world. In each line of business, we strive to demonstrate our belief in the power of transformative thinking, innovative strategies and leading-edge solutions—and in the ability of capital to work for the benefit of all society.

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