Market Risk Manager - Vice President ()
Division: Risk Management Job Title: Market Risk Manager
Location: London Job Level: Vice President
Company Profile
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.
Department Profile
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.
Primary Responsibilities
Morgan Stanley is seeking a Vice President to join its Market Risk department, based in London. The candidate will work on a number of strategic market risk assignments, across all asset classes. The candidate will have a strong quantitative background and Investment Banking experience. Project experience and good communication skills required.
Core responsibilities will include:
Involvement in a number of strategic market risk workstreams notably Solvent Wind Down.
Technical analysis of market risk profiles, understanding of key risk drivers.
Work closely with IT, Strategists and Risk managers.
Assist in market risk framework development.
Assist in developing reporting.
Qualifications:
Skills required (essential)
Strong Market Risk background and in depth knowledge of financial products, including an understanding of risk representations (Greeks).
Detailed knowledge of VaR, Expected Shortfall, 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.
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.
Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.
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