Vice President, Market Risk Management

Posted on Nov 16, 2018 by Morgan Stanley USA

New York, NY 10001
Banking
16 Oct 2018
Annual Salary
Full-Time
Morgan Stanley Services Group Inc. seeks a Vice President, Market Risk Management in New York, New York

Daily analysis of risk using various tools such as VaR (Value at Risk), portfolio greeks, liquidity profile, front office risk systems, and limit monitoring. Real-time monitoring of risks and market moves around macroeconomic events. Maintain constant dialogue with trading desks and front office support groups regarding trading strategies, limit usage, and risk representation of new/exotic trades. Set risk appetite for trading desk and provide large transaction approvals. Communicate key risks to management with relevant ad hoc analyses in a timely fashion. Liaise as necessary with other functional groups including quantitative research, operations, risk reporting, regulatory, and capital groups. Design stress scenarios for macroeconomic events and regulatory scenarios. Train and mentor other team members.

Qualifications:

Requirements :

Requires a Master's degree in Financial Engineering, Mathematical Finance, Economics, Business Administration, or related quantitative field of study and two (2) years of experience in the position offered or two (2) years of experience as an Analyst, Associate, or related occupation in the market risk space. Requires passage of Financial Risk Manager examinations Level 1 and Level 2. Will accept any amount of experience with: complex exotics derivatives including Interest Rates; market data sources including Bloomberg; using tools including Excel, VBA, and PowerPoint for scenario/data analysis and management presentations; Value-at-Risk (VaR) and option risk sensitivities; and Basel Capital Framework and Stress Tests/Capital Planning by the Federal Reserve for Bank Holding companies (CCAR).

Qualified Applicants :
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Vice President, Market Risk Management

Reference: 559211732

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