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Vice President, Model Advisory and Support
Morgan Stanley
New York, NY, United States
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Description
Morgan Stanley Services Group Inc. seeks a Vice President, Model Advisory and Support in New York, New York
Serve within group responsible for performing quantitative analysis on the Firm’s Credit, Market, and Operational, and Liquidity risk exposures to measure and project risk across the Firm to support executive decisions and protect the Firm. Execute model advisory and support initiatives working with model developers. Prepare presentations on model and associated processes working with the model developers. Perform additional tests to validate analysis in model documents and perform additional analysis as needed. Develop and maintain model policies and procedures. Review, edit and/or enhance model documentation.
Qualifications
Requirements:
Requires a Master’s degree in Information Systems Management, Engineering, Finance, Economics, Mathematics, Mathematical Finance, Physics, or related field of study and five (5) years of experience in the position offered or five (5) years of experience as a Manager, Consultant, or related occupation in the financial services industry. Requires five (5) years of experience with analyzing new regulations in market and credit risk including Basel, Dodd Frank, CCAR, and FRTB; performing gap assessments against market and credit risk regulatory requirements; developing and documenting process flows, risks, and controls for market and credit risk; developing policies and procedures for market and credit risk; project management for market and credit risk model development and validation; preparing model documentation for market and credit risk; preparing regulatory documentation for the FRB, OCC and similar regulators; market risk management in OTC derivatives (interest rate, FX, and credit products) and Treasuries; MS Word; MS Excel; MS PowerPoint; Visio; SQL; and VBA.
Qualified Applicants:
To apply, visit us at http://www.morganstanley.com/about/careers/careersearch.html Scroll down and enter 3118020 as the “Job Number” and click “Search jobs.” No calls please. EOE