Market Risk Analyst

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The role involves developing, maintaining and monitoring market risk models and analytics, requiring strong programming skills and effective communication in a collaborative environment.ResponsibilitiesThe MRA group develops, maintains and monitors the performance of market risk (VaR, Stressed VaR, IRC and CRM) and stress testing models (including market shocks for scenario design, stress loss) for Morgan Stanley's portfolio of assets, as required by the regulatory framework and the Firm's risk management needsThe position requires the ability to engage in research, model development, and analysis to support MRA's suite of market risk models used for internal risk management and for regulatory capital and complianceThe role will encompass development of analytics and their implementation using an array of internal and external technologies, including direct programming of solutionsCandidate must have the ability to communicate effectively and function collaboratively in group settingsResponsibilities include responding to risk managers, model risk, audit, and regulatory requests on a timely and accurate basis and working closely with other departmentsThe position requires interacting with various Risk departments within the Firm including Market Risk Management, Model Risk, Risk IT, Risk Capital and other partnering teamsSkillsA degree in a quantitative field such as Finance, Economics, Mathematics, Mathematical Finance, Physics, Computer Science or EngineeringStrong programming skills (Python) is essential to roleKnowledge of market risk modelling methodologies (Greek-based value-at-risk (VaR), stressed VaR, and incremental risk charge) is an advantageGenuine and broad interest in financial markets and derivativesAnalytical thinking and problem solving skillsAbility to present complex issues clearly, both verbally and in writingBenefitsCommission earningsIncentive compensationDiscretionary bonusesOther short and long-term incentive packagesOther Morgan Stanley sponsored benefit programsCompany OverviewE*TRADE from Morgan Stanley is a pioneer in the online brokerage industry. It was founded in 1982, and is headquartered in Arlington, Virginia, USA, with a workforce of 1001-5000 employees. Its website is https://us.etrade.com/home.



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