VP, Risk Modeling & Policy Leadership

Morgan Stanley; New York (NY); On-site; USD 180,000 - 205,000; Full time

Job summary

Morgan Stanley seeks a VP-level risk analytics professional in New York to develop and maintain quantitative market risk models across equity and related asset classes. You will support VaR and RNIV frameworks, backtesting, and FRTB initiatives while collaborating with Front Office, Risk Management, and Technology teams.

The role requires advanced degree in actuarial/financial math and 3+ years in risk analytics, with strong Python and SQL skills.

Qualifications

• Master’s degree in actuarial/financial mathematics or related field.
• Minimum 3 years of experience in risk analytics or a related role.
• Strong knowledge of VaR, Full Revaluation VaR, Expected Shortfall and RNIV; Basel and FRTB familiarity.

Responsibilities

• Develop, implement, and maintain quantitative market risk models.
• Support VaR, FVaR, ES, RNIV frameworks and FRTB alignment.
• Collaborate with Front Office, Risk Management, Model Risk Management and Technology teams.
• Prepare technical documentation for model changes and governance.
• Perform backtesting, sensitivity analyses and data validation.

Skills

Python

VaR modeling

FRTB knowledge

Basel risk

Time series

SQL

Risk metrics

Data validation

Documentation

Equity markets

Education

Master’s in Actuarial and Financial Mathematics

Related field

Tools

SQL

Relational databases

Job description

Morgan Stanley seeks a VP-level risk analytics professional in New York to develop and maintain quantitative market risk models across equity and related asset classes. You will support VaR and RNIV frameworks, backtesting, and FRTB initiatives while collaborating with Front Office, Risk Management, and Technology teams.

The role requires advanced degree in actuarial/financial math and 3+ years in risk analytics, with strong Python and SQL skills.