Market Risk Analytics (Risk Management)
Company Name:-
Morgan Stanley
Job Location:-
Mumbai, Maharashtra
Job Summary:-
Market Risk Analytics (Risk Management)
Job Number: 3173942
POSTING DATE: May 10, 2021
PRIMARY LOCATION: Non-Japan Asia-India-Maharashtra-Mumbai (MSA)
EDUCATION LEVEL: Bachelor’s Degree
JOB: Risk Analytics
EMPLOYMENT TYPE: Full Time
JOB LEVEL: Director
DESCRIPTION
Job Description
Morgan Stanley recruits quantitative research associates for the Risk Analytics Department.
The ideal candidate will be actively involved in market risk modeling/statistical analysis of Morgan Stanley?s portfolios for the Market Risk Department.
This includes periodic updating of risk model/benchmark parameters with recently available market/positional data.
The ideal candidate will have a strong quantitative background and would require an understanding of traded products, a grasp of risk methodologies and the underlying data challenges, as well as an appreciation for the technical architecture around market risk management.
Strong problem-solving abilities, solid writing, and oral presentation skills are desired.
The candidate should be able to adjust to multiple demands of the business and should be willing to learn and evolve along with the role.
Skills Required
? 6+ years of work experience in quantitative modeling, Risk Management, algorithmic trading, global markets or any other quantitative/Data Science field.
? Understanding of risk management concepts such as VaR (value-at-risk), Stress tests, market risk modelling, Incremental Risk Charge for credit products, back-testing and the risk representation of various portfolios.
? The candidate needs to be familiar with statistical techniques viz.
Regressions Analysis, Hypothesis testing, Time-series modeling, Volatility modeling et al.
? Strong quantitative and analytical skills and ability to work with diverse cultures in a global team.
? Strong knowledge of financial traded products e.
g.
derivatives and their pricing.
? Knowledge and hands-on experience in one of the programming languages R, Python, MATLAB, C# or C++ is strongly preferred.
? Excellent communication skills (Oral and written).
Ability to communicate and present logically, precisely and in simple manner, complex and technical issues.
? Attention to details and ability to work under pressure and cope with a fast
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