Morgan Stanley Services Group, Inc. seeks a Vice President, Risk Management in New York, New York
Provide independent risk oversight of trading and lending activities. Analyze and govern economic capital risk models and ensure compliance with Market Risk Regulatory requirements. Provide industry and sector segmentation analysis. Provide analysis on VaR, Basel measures, outputs, and stress tests. Present changes in capital and risk weighted assets. Develop tools to communicate risk concentrations and drivers of risk and capital. Conduct Standardized Approach gap analysis, impact analysis, prototype builds, and implementation for the Fundamental Review of the Trading Book.
Requires a Master's degree in Actuarial and Financial Mathematics, Mathematics, Finance, or related field of study and three (3) years of experience in the position offered or (3) years as an Analyst, Associate, or related occupation in the risk management space. Requires three (3) years working in the risk capital or risk analytics function at a large bank, broker dealer, or similar financial institution. Requires three (3) years of experience with: Value-at Risk; Basel market risk capital methods including stressed VaR, incremental risk charge, comprehensive risk measure, and standardized specific charge; U.S. Federal Reserve Bank Holding Company Basel 2/5 market risk capital rules and SEC ANC market risk capital rules; conducting capital variance analyses; programming languages including Python, R, and Visual Basic.
Qualified Applicants : To apply, visit us at http://www.morganstanley.com/about/careers/careersearch.html Scroll down and enter 3127846 as the "Job Number" and click "Search jobs." No calls please. EOE Morgan Stanley Use Only: *LI-DNI
Internal Number: 5608520
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