Risk Manager, Corporate Treasury

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Morgan Stanley USA
  • 20 Mar 19

Risk Manager, Corporate Treasury

Morgan Stanley Services Group Inc. seeks a Risk Manager, Corporate Treasury in New York, New York

Support risk management processes and framework for FX revaluation, FX translation, FX funding and liquidity, interest rate, and FX basis risk exposures. Expand foreign exchange exposure measurement, monitoring, and hedging processes. Provide fair valuation for disclosure requirements on intercompany instruments and oversee the governance framework. Ensure profiles, metrics, and activities of trading desks are compliant with the Volcker rule. Attribute profits and losses of foreign exchange, interest rate, and basis exposures based on balance sheet risk position changes and market rates. Contribute to asset and liability risk model development, technology, and infrastructure projects. Perform financial modeling, stress testing, and scenario analysis. Review and report risk metrics on Treasury FX Funding and Liquidity, Investments, Interest Rate, and Cross Currency Basis. Produce presentation material for senior management briefings.

Qualifications:



Requirements :

Requires a Master's degree in Financial Mathematics, Finance, or related quantitative field of study and three (3) years of experience in the position offered or three (3) years of experience as a Market Risk Manager, Valuation Control Manager, or related finance occupation. Requires three (3) of experience with: fixed income vanilla and structured products; conducting scenario analysis; Financial risk concepts including Greeks, duration, and convexity; capital markets; FAS 157 compliant fair value measurements; debt financial instruments revaluation; and fair valuation methodology review, design, and testing. Requires one (1) year of experience with: foreign exchange (FX) and emerging market (EM) products including non-deliverable forwards (NDFs); securitized products including agency pass-throughs and agency CMOs; structured notes including callable and FX-linked notes; VBA programming and Excel automation; curve and model calibration, testing, and governance; corporate treasury, stress testing, and liquidity risk management. Requires FRM (Financial Risk Manager) certification.

Qualified Applicants :
To apply, visit us at http://www.morganstanley.com/about/careers/careersearch.html Scroll down and enter 3128150 as the "Job Number" and click "Search jobs." No calls please. EOE
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