Model Risk (Risk Management)
Company Name:-
Morgan Stanley
Job Location:-
Mumbai, Maharashtra
Job Summary:-
Model Risk (Risk Management)
Job Number: 3169874
POSTING DATE: Apr 2, 2021
PRIMARY LOCATION: Non-Japan Asia-India-Maharashtra-Mumbai (MSA)
EDUCATION LEVEL: Bachelor’s Degree
JOB: Model Risk
EMPLOYMENT TYPE: Full Time
JOB LEVEL: Analyst
DESCRIPTION
? Engage in quantitative model review and risk assessment of Machine Learning models
? Take initiatives and responsibility of end-to-end delivery of a stream of Model Risk Management related deliverables for model reviews
? Follow financial markets and business trends on a frequent basis to enhance the quality of Model Risk Management.
? Write Model Risk Management findings in technical documents that could be used for presentations both internally (model developers, business unit managers) as well as externally (regulators).
? Work on various MRM infrastructure projects to increase efficiency of the model risk management processes across the global team
? Verbally communicate results and debate issues, challenges and methodologies with internal audiences including senior management
QUALIFICATIONS
Qualifications & Skills (essential / preferred)
? Masters or Doctorate degree in a technical or quantitative finance-related area such as Statistics, Mathematics, Physics, Engineering, Quantitative Finance or Economics
? 1-3 years of work experience in a Quant (Front Office, Risk or Model Developer, Data Science) role
? Good programming skills in Python and / or R, MATLAB or similar programming languages
? Familiarity with essential quantitative techniques used in financial and econometric models
? Exposure to and experience in financial markets, products and businesses is preferred
? Experience in model validation in peer Banks is preferred
? Strong written and verbal communicatio
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