Risk Analytics (Risk Management) : Job Level - Vice President

Morgan Stanley; New York (NY); Hybrid; USD 120,000 - 200,000; Full time

Job summary

Morgan Stanley is seeking a Vice President in Risk Analytics to lead methodology design and model enhancements. The role involves collaboration across teams, development of Python libraries, and presentation of analytics results. Ideal candidates will possess a Master's degree and extensive experience in market risk modeling, along with strong Python skills.

Benefits

Comprehensive benefits

Opportunities for growth

Commitment to diversity and excellence

Qualifications

• 5+ years relevant experience in risk analytics.
• Strong Python skills and familiarity with data analysis packages.
• Knowledge of trading markets (FX, rates, credit, equity, commodities) preferred.

Responsibilities

• Contribute to all aspects of model ownership: methodology design, calibrations, testing, monitoring.
• Develop Python code for testing and monitoring Stress RWA models.
• Communicate modeling methodologies to stakeholders and senior management.

Skills

Market risk modeling methodologies

Python

Data analysis

Communication

Project management

Team leadership

Education

Master's degree in Quantitative Finance, Physics, Mathematics, Engineering, or Computer Science

Job description

Join to apply for the Risk Analytics (Risk Management): Job Level - Vice President role at Morgan Stanley.

Firm Risk Management

Morgan Stanley's Firm Risk Management (FRM) Division is an exciting and rapidly growing space. We support Morgan Stanley to achieve its business goals by partnering with business units across the Firm to realize efficient risk-adjusted returns, acting as a strategic advisor to the Board and protecting the Firm from exposure to losses due to credit, market, liquidity, model, and other risks.

Background on the Position

The role is within Firm Risk Management's Risk Analytics. Risk Analytics develops market risk, credit risk, and scenario analytics models. These models provide an overall calculation of market risk across asset classes (e.g., equities, interest rate instruments), stress testing, and scenario generation under economic stress.

Morgan Stanley seeks a Vice President to join the Market Risk Analytics Stress RWA Models Team as a methodology owner/contributor. The role involves methodology design, calibration, testing, monitoring, validation, model enhancements, documentation, and development of Python libraries for analytics.

Primary Responsibilities

1. Contribute to all aspects of model ownership: methodology design, calibrations, testing, monitoring, validation, enhancements, documentation.
2. Collaborate with the Capital Team, Risk IT, Model Risk Management, and other areas for stress testing and model improvements.
3. Develop Python code for testing and monitoring Stress RWA models.
4. Run analytics, present results to Model Risk Management and governance forums.
5. Communicate modeling methodologies and analytics to stakeholders and senior management.

Required Experience/Skills:

• Master's degree in Quantitative Finance, Physics, Mathematics, Engineering, Computer Science, with 5+ years relevant experience.
• Knowledge of market risk modeling methodologies (VaR, stressed VaR, IRC).
• Strong Python skills and familiarity with data analysis packages.
• Trading markets knowledge (FX, rates, credit, equity, commodities) preferred.
• Excellent communication skills.
• Project management and team leadership skills.

We value diversity and are committed to an inclusive workplace.

This role is hybrid, requiring in-office attendance 3 days/week, subject to change.

What You Can Expect From Morgan Stanley

We offer a supportive environment with comprehensive benefits, opportunities for growth, and a commitment to diversity and excellence. The salary range is $120,000 to $200,000, with total compensation including bonuses and incentives.

Morgan Stanley is an equal opportunity employer, committed to diversity and inclusion.

Additional Details

• Seniority level: Executive
• Employment type: Full-time
• Job function: Finance and Sales