- Development, enhancement and maintenance of market risk capital forecasting models under stress scenarios to ensure ongoing appropriateness and adaptations to new regulations (e.g. FRTB).
- Contribution to key regulatory deliverables and programs (e.g. FRTB) as well as analysis and interpretation of key regulatory requirements.
- Perform ongoing monitoring and evaluation of market risk capital forecasting models, review existing models to ensure they remain fit for purpose and make improvements where necessary.
- Collaborate closely with the model validation team to understand validation findings and remediate any identified issues
- Collaborate with the other teams (data, IT, change management) to ensure that model changes are appropriately implemented.
- Document models and associated developmental analysis/testing, present results to partners and stakeholders at internal committees and official governance forums.
- MSc or equivalent in a quantitative subject (such as quantitative finance, statistics/mathematics, sciences or engineering)
- Deep understanding of quantitative risk including good knowledge of financial products and their risk representation.
- Demonstrable experience in delivering enhancements to risk models
- Excellent mathematical, analytical, problem solving and troubleshooting skills
- Strong programming skills and demonstrable experience in coding numerical methods and algorithms, data analysis and manipulation
- Strong knowledge of at least one prototyping programming language (preferably Python) and preferably experience/knowledge of professional development concepts and technologies and modern development toolchain
- The ability to effectively communicate with a wide range of stakeholders, both written and verbally
- An interest in working in a fast-paced environment, often balancing multiple high priority deliverables
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Risk Analytics Associate - Frankfurt am Main, Deutschland - Morgan Stanley
Beschreibung
Risk Analytics AssociateFrankfurt
The role will reside within Firm Risk Managements Risk Analytics Department, specifically the Stress Testing Analytics team and report directly to the head of the team. The team is responsible for the development of model methodology for capital forecasting under stress scenarios across risk stripes (market risk, credit risk, XVA) which feed directly into the firm's global regulatory capital calculations and regulatory submissions. The team has presence across multiple geographical locations and jurisdictions.
About Morgan Stanley
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.
As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence, and strong team ethic. We can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.
What will you be doing?
Firm Risk Management (FRM) supports 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.
Flexible work statement:
Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.
Internal Applicants:
Internal mobility can be a way to grow your career and realize your professional potential. Typically, you must be in your position for at least 18 months and performing satisfactorily before applying for another job at the Firm. Internal applicants can find out more regarding career navigation, mobility guidelines and policy on our employee portal by clicking here .
Equal opportunities statement:
Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.
