Analyst – Market Risk Portfolio Analysis

Job Number: 3181802

POSTING DATE: Jul 22, 2021

PRIMARY LOCATION: Americas-United States of America-Maryland-Baltimore

EDUCATION LEVEL: Bachelor’s Degree

JOB: Market Risk

EMPLOYMENT TYPE: Full Time

JOB LEVEL: Analyst

DESCRIPTION

Morgan Stanley

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firms employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.

The talent and passion of our people is critical to our continued success as a firm. Together, we share five core values rooted in integrity, excellence and strong team ethic:

1. Doing the Right Thing

2. Putting Clients First

3. Leading with Exceptional Ideas

4. Committing to Diversity and Inclusion

5. Giving Back

Morgan Stanley is committed to helping its employees build meaningful careers and we strive to be a place for people to learn, achieve and grow.

Firm Risk Management

Firm Risk Management (FRM) enables 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.

Our mission is to serve as the follow roles:

  • Independent agent to set consistent principles and disciplines for risk management
  • Strategic advisor to Firm management for setting risk appetite and allocating capital
  • Industry leader to influence and meet regulatory standards

You will collaborate with colleagues across FRM and the Firm to protect the Firms capital base and franchise, advise businesses and clients on risk mitigating strategies, develop tools and methodologies to analyze and monitor risk, contribute to key regulatory initiatives and report on risk exposures and metrics to enable informed and strategic decision-making. Through thoughtful analysis and clear communication we are best able to bring our ideas to the table and improve the Firm.

Firm Risk Management values diversity and is committed to providing a supportive and inclusive workplace for all employees.

Firm Risk Managements unique franchise promotes:

  • Flat, flexible and integrated global organization
  • Collaboration and teamwork
  • Credible, independent decision-making
  • Organizational influence
  • Creative and practical solutions
  • Meritocratic and diverse culture

Background on the Position

Market Risk Department (MRD) is responsible for the governance and oversight of all market risk exposures arising from the Firms business activities by identifying and defining market risks, developing and employing risk measures and tools to monitor and control those risks, establishing limits, monitoring usage against these limits, and producing and distributing comprehensive reports designed to keep senior management apprised of the Firms market risk exposures.

Location

The Morgan Stanley Baltimore office is a critical component of the Firm`s Global footprint and has 1,400 employees that provide support and services to the Investment Banking, Securities, Investment Management and Wealth Management Businesses.

Our office at Thames Street Wharf is in the heart of Baltimores Inner Harbor. Additionally, the Firm recently expanded downtown and occupies two floors at 100 South Charles in the new neighborhood of Harbor Point, adjacent to historic Fells Point.

Job Profile

The role will reside within the Market Risk Portfolio Analysis team, which oversees a diverse range of risk management responsibilities, including in-depth analysis and presentation of risk information to a variety of audiences. Collaboration with various teams across the Risk Department, including Risk Managers, Stress Testing, Capital, Risk Technology, and other control groups is a key feature of the role.

To be successful, candidates will possess relevant experience, a strong desire to learn, and the ability to produce detailed and accurate risk analyses for senior management and regulators, often under tight timelines. It is therefore essential that candidates are able to demonstrate diligence as well as strong quantitative and investigative skills. As the candidate will be working with many different constituents, outstanding oral and written communication skills are essential and prior managerial experience would be a plus.

Primary Responsibilities

  • Identify and analyze risk across all business areas and asset classes
  • Perform daily analysis and commentary on market risk exposures, VaR, and stress test metrics for senior management
  • Continuously monitor financial markets and economic conditions to identify emerging risks that could impact the firm
  • Engage and build relationships with colleagues across the firm to develop an understanding of risk issues that could affect the firm
  • Create and deliver presentations to articulate key risks to senior management
  • Lead projects, coordinate ad-hoc analysis, and serve as a key point of contact across market risk stakeholders
  • Develop tools to better understand and communicate drivers of risk
  • Collaborate with external groups to present changes in management risk metrics

QUALIFICATIONS

Skills Required

  • Self-motivated, experienced professional who enjoys learning about financial risks, collaborating within a team and interacting with various groups on a daily basis
  • Highly developed oral and written communication skills which can be used to prepare and present risk information to a variety of audiences
  • Knowledge of financial products is essential
  • Understanding of risk management concepts such as scenario analysis, VaR, stress testing, risk measures/greeks, and regulatory capital frameworks
  • Strong proficiency with a variety of technology tools, examples may include PowerPoint, Excel, VBA, Python, R, and SQL

Experience

1. Academic achievement in a quantitative discipline, such as economics, finance, sciences, or engineering (Required). Master?s degree or higher is preferred

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