Market Risk Portfolio Associate Market Risk Portfolio Associate …

Morgan Stanley
in New York, NY
Permanent, Full time
Last application, 23 Sep 21
Competitive
Morgan Stanley
in New York, NY
Permanent, Full time
Last application, 23 Sep 21
Competitive
Market Risk Portfolio Associate
Morgan Stanley Services Group, Inc. seeks a Market Risk Portfolio Associate in New York, New York.

Identify and analyze risk across all business areas and asset classes. Conduct routine analysis and provide commentary on market risk exposures, VaR, and stress test metrics. Develop tools and reports to better analyze, understand, and communicate market environment and concentrated exposures. Create and deliver presentations designed to articulate market risks to senior management and external groups. Participate in stress testing processes, including risk identification, scenario design, and analysis of stress test results. Drive Firm-wide market risk limit calibration processes as well as market risk framework and technology enhancements. Perform Firm portfolio review for CCAR 14Q and other regulatory reporting processes and partnering with other teams to enhance process governance. Coordinate ad-hoc analysis and serve as a key point of contact across market risk stakeholders. Monitor financial market and build relationships with colleagues to develop an understanding of risk issues that could affect the Firm.

Qualifications:

Requirements :

Requires a Master's degree in Business Analysis and Project Management, Finance, Mathematical Finance, Economics, Engineering, or a related quantitative field of study and two (2) years of experience in the position offered or two (2) years as an Analyst, Associate, Quantitative Analyst, or related occupation in the financial services. Employer will accept a Bachelor's degree in Business Analysis and Project Management, Finance, Mathematical Finance, Economics, Engineering, or a related quantitative field of study and four (4) years of experience in the position offered. Requires two (2) years of experience with: data extraction and manipulation using SQL; Statistical analysis and research using R or Python; Microsoft Excel pivot tables, data tables, and data connections; Automation of data processing and spreadsheet formatting using VBA; Preparing PowerPoint presentations using custom templates for reporting to senior management and regulators; Bloomberg; Equities or Fixed Income products in a multi-asset portfolio; Derivatives pricing models; and financial market and risk management concepts including scenario analysis, VaR, stress testing, risk measures or Greeks, and regulatory capital frameworks.

Qualified Applicants :
To apply, visit us at https://ms.taleo.net/careersection/2/jobsearch.ftl?lang=en Scroll down and enter 3170038 as the "Job Number" and click "Search jobs." No calls please. EOE
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