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VP, Model Risk (Risk Management)
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$110,000 - $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.
- Conduct model validation for market risk and credit risk RWA (Risk Weighted Assets) models used under forecasting for CCAR, ICAAP, FRTB, Basel III and Basel III End Game rules and other regulatory stress testing guidelines by challenging model assumptions, mathematical formulation, and implementation of supervisory rules.
- Collaborate with Global MRM teams, Model Control Officers, Regulatory Capital Controllers, Finance and Risk Managers to manage model risk across the model lifecycle.
- The ideal candidate has strong experience with understanding of regulatory rules for credit risk and market risk gained at a financial institution is required.
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