Executive Director, Risk & Policy Leadership

Morgan Stanley; New York (NY); Hybrid; USD 221,000 - 275,000; Full time

Job summary

Morgan Stanley is seeking an Executive Director to advance counterparty credit risk methodologies, exposure modelling, and regulatory deliverables in New York. You will coordinate validation processes, liaise with regulators, and collaborate with risk managers and Front Office to ensure accurate risk representation across systems.

The role requires a Master’s in CS/CE or related field and at least three years in risk management, quantitative analysis, or related positions.

Qualifications

• Master's degree in CS/CE or related field.
• At least three years of relevant experience in risk management or related roles.
• Experience with counterparty credit risk methodologies and exposure modeling.

Responsibilities

• Develop and enhance counterparty credit risk methodologies.
• Support internal model approval processes with regulators.
• Develop exposure methodologies and models in the CVAT system.
• Coordinate regulatory disclosures related to Internal Model Method (IMM).
• Collaborate with risk managers and Front Office to ensure risk is captured in systems.

Skills

Stochastic calculus

Derivative pricing

Risk modeling

Backtesting

Monte Carlo simulation

Python

C++

Exposure modelling

Regulatory disclosures

Analytical reasoning

Education

Master's in Computer Science / Computer Engineering / related field

Tools

Python

C++

Job description

Morgan Stanley is seeking an Executive Director to advance counterparty credit risk methodologies, exposure modelling, and regulatory deliverables in New York. You will coordinate validation processes, liaise with regulators, and collaborate with risk managers and Front Office to ensure accurate risk representation across systems.

The role requires a Master’s in CS/CE or related field and at least three years in risk management, quantitative analysis, or related positions.