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Vice President, Market Risk
Morgan Stanley
New York, NY, United States
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Description
Morgan Stanley Services Group Inc. seeks a Vice President, Market Risk in New York, New York
Identify, assess, and monitor interest rate risks related to banking book business activities and risks arising from Treasury funding, liquidity, balance sheet management, IR & FX hedging, and capital resources. Maintain active dialogue with business units, treasury, risk management colleagues, and other groups regarding business strategies, risk representation, and limit compliance. Collaborate with senior business professionals in enhancing planning, stress testing, risk modeling, and risk limit setting. Innovate ways to identify key risks/concentrations and implement processes to actively monitor these risks. Communicate results of analyses with relevant stakeholders. Prepare and present briefings to senior management, Boards, and Regulators on a regular basis on key risk issues and risk measures, such as EVE, NII, and stress testing scenarios.
Qualifications
Requirements:
Requires a Master’s degree in Operations Research, Information Engineering, Financial Engineering, or related field of study and three (3) years of experience in the position offered or three (3) years of experience as an Associate, Evaluator, or related occupation. Requires two (2) years of experience with: using R and SQL. Requires one (1) year of experience with: working at a global investment bank working with IR swaps and FX forwards; working with required capital charges and RWA using advanced methodology for these products; providing risk and capital analysis to trading desk as an independent risk function; and using front office systems for risk exposures.
Qualified Applicants:
To apply, visit us at http://www.morganstanley.com/about/careers/careersearch.html Scroll down and enter 3107674 as the “Job Number” and click “Search jobs.” No calls please. EOE