Firm Risk Management
Firm Risk Management (FRM) supports 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.
Background on the Position
This role resides within FRM's Model Risk Management (MRM) Department which is dedicated to providing independent model risk control, review and validation of models used by Morgan Stanley. These include models used to monitor market risk (IMA) and counterparty credit risk (XVA/IMM) as well as valuation models.
MRM professionals in New York, London, Budapest, Frankfurt, Mumbai and Tokyo work closely with business quantitative strategists, risk analytics, risk managers and financial controllers. The New York team works collaboratively with members of Model Risk Management across all model areas globally.
Primary Responsibilities
- Provide independent review and validation compliant with MRM policies and procedures, regulatory guidance and industry leading practices, including evaluating conceptual soundness, quality of model / tool methodology, model / tool limitations, data quality, and on-going monitoring of model / tool performance
- Take initiatives and responsibility of end-to-end delivery of a stream of Model and Tool Validation and related Risk Management deliverables
- Write Model and Tool Review findings in validation documents that could be used for presentations both internally (model and tool developers, business unit managers, Audit, various global Committees) as well as externally (Regulators)
- Verbally communicate results and debate issues, challenges and methodologies with internal audiences including senior management
- Represent MRM team in interactions with regulatory and audit agencies as and when required
- Contribution to validation activities for Asia entities, including oversight of ongoing monitoring performance reviews and regulatory submissions.
- Collaborate with Global MRM teams, Global Risk Analytics teams, Model Control Officers and Risk Managers to manage model risk across the model lifecycle.
Experience
- Masters or Ph.D. degree (or equivalent) in Finance, Economics, Mathematics, Physics, Engineering, or a related quantitative field
- Knowledge of mathematical finance, derivative pricing, and numerical techniques
- 0-3 years of relevant work experience in a bank or financial institution
- Proficient programmer in Python ; knowledge of other programming languages like R, Scala, MATLAB etc. is preferred
- The ability to effectively communicate with a wide range of stakeholders, both written and verbally
- Willingness to learn new and complex topics and adapt oneself (continuous learning) is preferred
- Working knowledge of statistical techniques, quantitative finance and programming is essential; good understanding of various complex financial instruments is preferred
- An interest in working in a fast-paced environment, often balancing multiple high priority deliverables.
WHAT YOU CAN EXPECT FROM MORGAN STANLEY:
We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you'll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work.
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Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.
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