Vice President, Risk/ Policy Management

What you’ll bring to the role:

-Requires a Master’s in Actuarial and Financial Mathematics, or a related field

-Requires three 3) years of experience in the position offered or three (3) years as an Associate, Analyst Market Risk Analytics, or a related role

-Requires Three (3) years of experience with the following skills:

• Utilizing quantitative finance knowledge of derivative pricing;
• Applying probability, statistics, and stochastic processes, to financial risk modeling;
• Equity markets and equity products;
• Applying knowledge of regulatory market risk frameworks, including Basel standards and the Fundamental Review of the Trading Book (FRTB);
• Conducting time series analysis;
• Programming skills in Python, including development of production quality analytical code;
• Market risk modeling expertise, including Value at Risk (VaR), Full Revaluation VaR, Expected Shortfall, and Risk-not-in-VaR framework;
• Analyzing changes in risk metrics driven by market movements, portfolio changes, or model updates;
• Relational databases and SQL for data extraction and analysis;
• Documentation of mathematical models; and
• Working with large financial datasets, including data validation.

WHAT YOU CAN EXPECT FROM MORGAN STANLEY:

At Morgan Stanley, we raise, manage and allocate capital for our clients – helping them reach their goals. We do it in a way that’s differentiated – and we’ve done that for 90 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There’s also ample opportunity to move about the business for those who show passion and grit in their work.

To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices​ into your browser.

Expected base pay rates for the role will be between $180,000 and $205,000 per year at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.

Morgan Stanley is an equal opportunity employer committed to building and maintaining a workforce that is diverse in experience and background. Our recruiting efforts reflect our strong commitment to a culture of inclusion, where individuals are hired, developed, and advanced based on their skills and talents.

Our workforce reflects a broad cross-section of the global communities in which we operate, bringing a variety of backgrounds, talents, perspectives, and experiences.

For more information, please visit: https://www.morganstanley.com/people-opportunities/eeo.