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Market Risk (Risk Management) : Job Level - Associate

Market Risk (Risk Management) : Job Level - Associate

Morgan StanleyNew York, NY, US
30+ days ago
Job type
  • Full-time
Job description

Firm Risk Management Market Risk Analyst

Firm Risk Management (FRM) supports Morgan Stanley to achieve its business goals by partnering with business units across the Firm to realize efficient risk-adjusted returns, acting as a strategic advisor to the Board and protecting the Firm from exposure to losses as a result of credit, market, liquidity, operational, model and other risks. Background on the Position The role will reside within the Firm Risk Management's Market Risk Department (MRD) which is a team dedicated to providing governance and oversight of all market risk arising from the Firm's business activities. The successful candidate will join the Fixed Income Macro coverage team which oversees products in the interest rate, foreign exchange, and emerging market spaces as well as cross-asset trading strategies.

Primary Responsibilities :

  • Maintain on-going dialogue with trading desks and senior risk managers regarding positioning, market developments, trading strategies, limit usage, and risk representation of new trades
  • Monitor market risks through the review of portfolio risk sensitivities, Value-at-risk (VaR), stress scenario analysis and limit management.
  • Support projects involving coverage area, such as risk analytics, market risk modelling enhancements, development of stress tests and regulatory initiatives.
  • Collaborate closely with colleagues from the global Firm Risk Department and other support groups, including Trading Risk Governance, Finance, Technology
  • Perform regular deep dives and presentations on various products, clients, and help present and articulate key risks and portfolio changes to senior management in a timely manner.

Experience :

  • Candidate must have a bachelor's degree at a minimum and 1-2 years of experience, quantitative background preferred.
  • Attention to detail, ability to handle multiple priorities and operate autonomously while still being able to escalate appropriately.
  • Motivated self-starter to develop expertise in financial products, markets, and risk management practices with minimal supervision.
  • Technological proficiency in Excel, SQL and Python
  • Highly developed interpersonal skills which can be used to prepare and present risk information to a variety of audiences
  • Knowledge of market risk concepts such as VaR, stress scenario analysis
  • Product knowledge of interest rates and / or FX and ability to evaluate basic Greek sensitivities.

    • FRM is committed to creating and providing opportunities that enable our workforce to reflect diverse backgrounds and views.

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