Morgan Stanley - Market Risk Associate - Market Data Time Series

Position Summary:

Morgan Stanley is seeking an Associate to join the Market Risk Time series team based in Mumbai. The successful candidate will be part of a global infrastructure team with a diverse range of responsibilities for data quality and process integrity, which encompasses extensive interaction with several stakeholders.

Responsibilities :

- Develop a strong understanding of the VaR model to help with impact analysis of market data changes on VaR.

- Build/Improve statistical tools to help identify spikes in market data across asset classes.

- Work closely with the model development team to understand the nature of interpolated benchmarks required by the VaR model and help streamline the data validation process

- Streamline the data sourcing process to ensure that inefficiencies are eliminated.

- Collaborate with key stakeholders and partners distributed in different regions and teams

- Work on regulatory and internal audit findings to remediate gaps in reporting/data issues

- Provide functional supervision for a small team of analysts Skills

Desired

- Strong quantitative background, ideally at least Masters level in a quantitative discipline

- Strong interest in financial markets, financial products. Good understand of market factors such as credit spreads, yield curves, volatility, etc. will be an advantage.

- 5-7 years- experience in a bank, ideally in a quantitative or modeling role.

- Ability to build good working relationships across a number of different areas and regions, attention to detail

- Coding experience in Python or a similar language

- Strong communication skills.