Risk Analytics, Vice President

Overview

Risk Analytics, Vice President – London. The role resides within Firm Risk Management\'s Risk Analytics Department, specifically the Credit Exposure Methodology Group (CEMG). The CEMG is responsible for the development of the Internal Model Method (IMM) used for counterparty exposure and credit capital calculations. This role is within the EMEA CEMG team based in London, reporting to the EMEA Head of CEMG and working closely with the Global CEMG function in the US, Budapest and Mumbai. The EMEA CEMG focuses on ensuring that regional / legal entity requirements, standards and practices are met across all Counterparty Credit risk activities for which CEMG is responsible.

What you’ll be doing

• Develop, enhance and maintain Counterparty Credit Risk (CCR) methodology across asset classes.
• Work closely with the EMEA Head of CEMG to manage and/or lead internal and regulatory initiatives in EMEA.
• Collaborate with other regional teams of CEMG and other teams within FRM to provide regular ongoing model performance assessments and counterparty exposure analysis; review analysis results with senior management and provide recommendations.
• Work in an advisory capacity with local/global risk managers and Front Office stakeholders to ensure risk is appropriately captured.
• Develop analytical tools to support other teams within Firm Risk Management.
• Write high-quality model documentation that satisfies the firm\'s internal model approval functions, audit requirements, and the Firm\'s regulators (e.g., PRA, JST, FRB, OCC, SEC, etc.).
• Manage, guide and train more junior members of the team.

What Were Looking For

• MSc/PhD or equivalent in a quantitative subject (such as quantitative finance, statistics/mathematics, sciences or engineering).
• At least 5 years work experience in a quantitative research group at a commercial bank, investment bank, or consulting firm.
• Deep understanding of quantitative risk, including good knowledge of financial products and their risk representation.
• Quantitative skills especially in Monte Carlo simulation and derivatives pricing; handling large datasets using database and query tools; programming skills in Python (preferred).

Skills That Will Help You In The Role

• The ability to effectively communicate with a wide range of stakeholders, both written and verbal.
• Strong organizational skills with an interest in working in a fast-paced environment, often balancing multiple high priority deliverables.
• Strong attention to detail and ability to provide information in usable formats.

Where will you be working?

This role is based in 20 Bank Street, London.

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 thats differentiated and weve 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 - arent 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, youll 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.

Regulatory & Flexible working

Certified Persons Regulatory Requirements
If this role is deemed a Certified role and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks.

Flexible work statement
Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.

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