Hybrid VP, Risk & Policy Management (Model Validation)

Morgan Stanley; New York (NY); Hybride; USD 180 000 - 250 000; Plein temps

Résumé du poste

Morgan Stanley in New York, NY is seeking a Vice President, Risk / Policy Management to lead model risk validation and regulatory coordination across US, Europe, and Asia. You will challenge model assumptions, develop validation reports, and communicate risk findings to senior stakeholders.

The role requires strong quantitative skills, familiarity with Basel III, CCAR, DFAST, and related regulations, and the ability to work with global teams; remote work possible up to 2 days per week.

Qualifications

• Requires a Master’s degree in Financial Engineering, Mathematics, or related field.
• Two years of experience in Model/Analys/Valid Senior Manager, Quantitative Risk Modeler, Senior Vice President, Financial Quantitative Analyst, Analyst, or a related occupation.
• Requires 2 years of experience with each of the following skills: model development or validation in treasury or liquidity risk management functions with sound understanding of model lifecycle and validation report; the banking regulatory environment, including with BIS PRINCIPLES IN Basel III, BCBS 239, FRTB; quantitative programming skills including Python, R, and advanced excel knowledge; data visualization and data analytics; model development or validation on capital planning requirements and practices from FRB including CCAR, DFAST, OCC, ECB, and PRA; core banking, investment and trading products; banking regulations: FRB SR 11-07, SR 12-17, SR 14-08, SR 15-18, PRA SS1/23, EBA CRD/CRR, ECB Guide to ICAAP; data lineage and database schema.

Responsabilités

• Reviewing, effectively challenging model assumptions, mathematical formulation, implementation of supervisory rules and testing Internal Liquidity Stress Testing (ILST) and Net Interest Income Sensitivity models.
• Proactively communicating with global and regional treasury and liquidity risk teams on validations and any model issues.
• Answer regulatory and internal audit requests related to MRM activities on ILST and Net interest Income, attending regulatory meetings.
• Collaborate with Global MRM teams, Model Control Officers, Regulatory Capital Controllers, Finance and Risk Managers to manage model risk across the model lifecycle.

Connaissances

Python

R

Advanced Excel

Data Visualization

Data Analytics

Model Development / Validation

Regulatory Knowledge (Basel III, FRB,

Formation

Master's degree in Financial Engineering

Master's degree in Mathematics

Outils

Data warehouse

Description du poste

Morgan Stanley in New York, NY is seeking a Vice President, Risk / Policy Management to lead model risk validation and regulatory coordination across US, Europe, and Asia. You will challenge model assumptions, develop validation reports, and communicate risk findings to senior stakeholders.

The role requires strong quantitative skills, familiarity with Basel III, CCAR, DFAST, and related regulations, and the ability to work with global teams; remote work possible up to 2 days per week.