POSTING DATE: Aug 10, 2021
PRIMARY LOCATION: Americas-United States of America-New York-New York
JOB: Risk Management
EMPLOYMENT TYPE: Full Time
JOB LEVEL: Vice President
DESCRIPTION
Morgan Stanley Services Group, Inc. seeks a Vice President, Risk Reporting and Analysis in New York, New York.
Develop, implement and maintain risk reports covering fixed income, commodity and equity trading activities as well as loans and wealth management for senior management and risk managers. Collaborate with desk risk management to analyze exposure drivers and prepare supporting information to back conclusions. Perform trend and variance analysis on risk sensitivities, exposures and VAR. Explain the drivers using Greek based P&L attribution. Automate market risk reports for different asset classes using SQL and VBA. Manage ad-hoc requests from senior management to ensure timely and accurate responses. Review and prepare responses to requests from regulators and internal auditors. Evaluate existing reporting processes to identify potential areas for improvement. Liaise with other groups within the firm on cross-functional projects.
QUALIFICATIONS
Requirements:
Requires a Master’s in Financial Engineering, Economics, or a related field of study and three (3) years of experience in the position offered or three (3) years as a Decision Support Analyst, Financial Analyst, or related occupation. Requires three (3) years of experience with: Financial products, including forwards, swaps, and options, and their associated risk factors; Statistical skills, including time series analysis and statistical distributions; Quantitative finance skills, including Options Greeks, Monte Carlo Simulation, and Historical Simulation; Portfolio VaR analysis and Greek based P&L attribution; Handling and manipulating large data sets; Microsoft Excel, including Pivot Tables; VBA; SQL; Bloomberg; Market risk reporting and report automation with VBA; Back-testing of VaR and other risk models; Scenario analysis under different market shocks; Complex stochastic model methodology; Monitoring data quality and identifying issues; Commodity trading and risk management, including North America Power and Natural Gas market; and Power and natural gas derivatives.
Qualified Applicants:
To apply, visit us at http://www.morganstanley.com/about/careers/careersearch.html Scroll down and enter 3168197 as the “Job Number” and click “Search jobs.” No calls please. EOE
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