Vice President, Model Risk & Policy Validation

Morgan-Stanley; Town of Islip (NY); Hybrid; USD 180,000 - 250,000; Full time

Job summary

Morgan Stanley in New York seeks a Vice President, Risk / Policy Management to review and challenge model assumptions, validate Internal Liquidity Stress Testing and Net Interest Income models across regions, and communicate issues to treasury and risk teams.

You will develop monitoring tools, prepare high-quality validation reports, and collaborate with Global MRM, regulators, and governance committees, with telecommuting up to two days weekly.

Qualifications

• Master's degree in Financial Engineering, Mathematics, or related field.
• At least 2 years of experience in model development or validation in treasury or liquidity risk management.
• Strong programming skills in Python and R; advanced Excel; experience with large datasets and data warehousing.

Responsibilities

• Review and challenge model assumptions and implementations in ILST and NII models.
• Validate models and communicate findings to stakeholders and governance.
• Develop and maintain high-quality validation reports.
• Collaborate with Global MRM teams to manage model risk across the lifecycle.
• Coordinate with treasury, liquidity risk, and regulatory bodies; support audits.

Skills

Model validation

Data visualization

Data analytics

Large datasets

Data lineage

DB schema

Education

Master's degree in Financial Engineering, Mathematics, or related field

Tools

Python

R

Advanced Excel

Job description

Morgan Stanley in New York seeks a Vice President, Risk / Policy Management to review and challenge model assumptions, validate Internal Liquidity Stress Testing and Net Interest Income models across regions, and communicate issues to treasury and risk teams.

You will develop monitoring tools, prepare high-quality validation reports, and collaborate with Global MRM, regulators, and governance committees, with telecommuting up to two days weekly.