Morgan Stanley - Market Risk Professional - Time Series

Background on the Team:

The Morgan Stanley Market Risk Department (MRD) seeks a professional for a Mumbai-based market risk role. MRD provides independent risk management oversight across trading and investment activities conducted by the Firm. The role sits within the Time Series team, responsible for ensuring the integrity of the market data series. The market data series are integral for various risk measure calculations, stress scenario design and as a result have direct impact on the Firm's risk management and capital calculations.

Primary Responsibilities

- Overview/Perform market data quality reviews and analysis

- Identify erroneous market data and appropriate sources for providing the correct data

- Analyze the impact of market data changes on risk measures, such as value at risk

- Work with global data governance councils to manage and resolve market data issues

-Design and implement appropriate data quality metrics to effectively monitor market data issues

- Develop and maintain understanding of data relevant for market risk management

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

- Develop presentations for senior management committees

- Resolution of any issues that emerge, in conjunction with Risk Managers and Technology

Skills required (essential)

To be successful, candidates will benefit from relevant experience, a strong desire to learn, and the ability to work on a small specialized team. Skill in oral and written communication will aid efforts to coordinate between many business and technology groups. Diligence, timeliness, and independence are key qualities necessary for performance in the role.

- Good understanding of risk management concepts and financial products

- Master's Degree in finance, economics, engineering or a related field

- Strong communication skills

- Proficiency with technology, particularly databases and SQL

- Academic achievement in a relevant discipline

- Experience with managing end to end processes

- Experience in a risk or technology-related function

- MBA, CFA or FRM is a plus