VP, Cross-Asset Risk & Liquidity Analytics

Morgan Stanley; New York (NY); On-site; USD 150,000 - 225,000; Full time

Job summary

Morgan Stanley Investment Management (MSIM) in New York seeks an analyst for the Global Risk & Analysis Group to analyze investment risk across Money Market Funds, liquidity risks, and counterparty risk, while supporting regulatory initiatives.

You will build analyses, automate reporting, and liaise with IT to enhance risk reporting; present results to PMs, committees and boards, contributing to risk monitoring and governance across MSIM.

Qualifications

• An undergraduate degree in business, finance, mathematics or other related quantitative field.
• Strong IT skills (SQL, Python or R) and experience with Microsoft Excel, PowerPoint and Word.
• Experience using Aladdin and a Bloomberg Terminal is a plus.
• Highly motivated and enthusiastic self-starter.
• Team player able to collaborate across MSIM and the Firm.

Responsibilities

• Work as a key member of the Cross Asset Risk team to conduct analysis of investment risk for Money Market Funds (MMF), liquidity risks for all public side MSIM Funds, derivatives and leverage analysis across public MSIM Funds, and counterparty risk analysis across all of MSIM.
• Support key regulatory initiatives and the implementation of new projects to address such initiatives.
• Manage and respond to inquiries and data requests from internal and external parties.
• Analyze counterparty risk across portfolios and present results to PMs, Committees, and Boards.
• Conduct liquidity analysis and stress testing on portfolios.
• Liaise with IT to help build out or enhance risk and regulatory reporting.
• Address updates to regulatory requirements such as SEC Rules 18f-4 and 22e-4.
• Identify changes in counterparty/leverage/liquidity risk profiles and sources of risk.
• Perform research around liquidity risk and MMFs and present results.
• Refine liquidity models and develop new liquidity risk solutions and MMF reports for stakeholders.
• Develop and automate reporting for risk monitoring.
• Produce and enhance reporting for Risk Committees and Fund Boards.

Skills

SQL

Python

R

Excel

PowerPoint

Word

Bloomberg Terminal

Aladdin

Communication skills

Education

Undergraduate in business, finance, mathematics or related quantitative field

Tools

Aladdin

Bloomberg Terminal

Job description

Morgan Stanley Investment Management (MSIM) in New York seeks an analyst for the Global Risk & Analysis Group to analyze investment risk across Money Market Funds, liquidity risks, and counterparty risk, while supporting regulatory initiatives.

You will build analyses, automate reporting, and liaise with IT to enhance risk reporting; present results to PMs, committees and boards, contributing to risk monitoring and governance across MSIM.