POSTING DATE: Mar 17, 2021
PRIMARY LOCATION: Americas-United States of America-New York-New York
JOB: Risk Management
EMPLOYMENT TYPE: Full Time
JOB LEVEL: Associate
DESCRIPTION
Morgan Stanley Services Group, Inc. seeks an Associate in New York, New York.
Identify and design quantitative metrics, including Greeks/sensitivities, VaR, and stress test to assess market risk in fixed income/interest rate trading portfolio. Assist in trading limits setup, monitor risk, and market moves. Prepare and present presentations to traders and senior managers on risk representation, limit compliance, and business strategies. Perform quantitative data analysis on exposure, P&L, stress tests, and VaR to help explain risk moves, enable strategic hedging and decision making, and realize efficient risk-adjusted return. Develop tools to analyze risk and automated reporting process by using SQL and other programming languages.
ORGANIZATION
Requirements:
Requires a Master’s Degree in Computer Operations Research, Information Engineering, Financial Engineering, Financial Mathematics, or a related field of study and two (2) years of experience in the position offered or two (2) years as a Risk Analyst, Financial Analyst, or related occupation. Requires two (2) years of experience with: SQL; Bloomberg; Excel; Powerpoint; Word; Python; foreign exchange products; fixed income products; Government Bonds, including on the run Treasuries, off the run Treasuries, Treasury Inflation-Protected Securities, and STRIPS; Futures, including EuroDollar Futures and Bond Futures; Swaps, including vanilla, basis, amortizing, and OIS; Bond Forwards; European and Bermudan Swaptions; CMS Spread Options and other exotic options; Hybrids, including PRDC and interest rate/equity hybrids; quantitative data analysis; and working with quantitative market risk metrics.
Qualified Applicants:
To apply, visit us at http://www.morganstanley.com/about/careers/careersearch.html Scroll down and enter 3158944 as the “Job Number” and click “Search jobs.” No calls please. EOE
Morgan Stanley Use Only: *LI-DNI
Apply Now
To help us with our recruitment effort, please indicate your email/cover letter where (vacanciesingreece.com) you saw this job posting.