Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.
As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.
The EMEA Risk Management Division is responsible for the independent identification, analysis, reporting and escalation of all market, credit and operational risk exposures arising from UK Group business activities, acting independently of business management and providing an effective challenge process.
As part of the EMEA Risk Management Division, the Market Risk Department identifies, measures, monitors, advises, challenges and controls market risks generated by the UK Group market-making and banking activities, acting independently of business management and providing an effective challenge process..
Morgan Stanley is seeking a Vice President to join its Market Risk department, based in London. The candidate will work on a number of VAR projects covering all asset classes. Project experience and good communication skills are essential.
Core responsibilities will include:
Providing technical analysis of market risk profiles, understanding the key risk drivers and how they are processed through the VaR model.
Working closely with key stakeholders including IT, Strategists, Risk Analytics and Risk Managers to successfully deliver various VaR related projects.
Assisting in the development and enhancement of the market risk framework.
Assisting in the development and enhancement of market risk reporting ensuring appropriateness.
In depth knowledge of financial products, including an understanding of risk representations (greeks).
Detailed knowledge of VaR, Backtesting and Stress Testing.
Understanding of BII.5 and III.
Strong IT skills are required to facilitate data analysis, including VBA, SQL and macros.
Strong analytical background.
Excellent academic background, including a degree in a quantitative discipline, such as statistics, mathematics, sciences or engineering.
Excellent time management skills with the ability to handle multiple deliverables whilst maintaining excellent attention to detail.
Proactive with the ability to work effectively on both an individual basis and as part of the wider team.
Attention to detail.
Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise 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. *LI-CL1