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VP, Model Risk (Risk Management)
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$190,000 a year
Full-time
- Morgan Stanley's Firm Risk Management (FRM) Division is an exciting and rapidly growing space.
- We support 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.
- Reviewing, effectively challenging model assumptions, mathematical formulation, implementation of supervisory rules and if necessary, independently testing Internal Liquidity Stress Testing (ILST) and Net Interest Income Sensitivity models covering the Firm's activities in US, Europe and Asia.
- The ideal candidate should have strong experience with models used for Internal Liquidity Stress Testing and Interest Rate Risk in the Banking Book gained at a financial institution.
- Quantitative programming skills (e.g. Python, R, etc) and advanced excel knowledge
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