04/06 HR
Talent Acquisition at Investment Bank

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Morgan Stanley - Associate - Market Risk Analytics (3-7 yrs)

Mumbai Job Code: 705283

Job Description

- Morgan Stanley recruits quantitative research associates for the Risk Analytics Department. The ideal candidate will be actively involved in market risk modeling/statistical analysis of Morgan Stanley's portfolios for the Market Risk Department. 

- This includes periodic updating of risk model/benchmark parameters with recently available market/positional data. The ideal candidate will have a strong quantitative background and would require an understanding of traded products, a grasp of risk methodologies and the underlying data challenges, as well as an appreciation for the technical architecture around market risk management. Strong problem-solving abilities, solid writing, and oral presentation skills are desired. The candidate should be able to adjust to multiple demands of the business and should be willing to learn and evolve along with the role.

Skills Required : 

- Relevant experience in Risk Management and / or in quantitative modeling

- Understanding of risk management concepts such as VaR (value-at-risk), Stress tests, Incremental Risk Charge for credit products, hypothetical back-testing and the risk representation of various portfolios.

- The candidate needs to be familiar with statistical techniques viz. Regressions Analysis, Hypothesis testing, Time-series modeling, Volatility modeling etc

- Strong quantitative and analytical skills and ability to work with diverse cultures in a global team

- Excellent communication and presentation skills in English, both written and spoken

- Ability to work under pressure and cope with a fast moving environment.

Required Qualifications

- Degree in Engineering / Statistics / Econometrics (B.Tech., M.Tech, MS)

- Knowledge and experience of using statistical packages for research (Matlab, R, Stata, R, Python, etc)

- Experience with databases / VBA / MS-Office a plus, Model Risk development background

Desirable Qualifications - PRM/FRM is an advantage

Women-friendly workplace:

Maternity and Paternity Benefits

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