Associate, Risk / Policy Management

Morgan Stanley • New York, NY

1d • $195,000 - $195,000

About The Position

Morgan Stanley & Co. LLC seeks an Associate, Risk / Policy Management in New York, NY to perform risk analysis of global multi-asset portfolios to assess market and liquidity risks, with a focus on equities, rates, commodities, FX, and credit. Manage risk identification of model and portfolio assumptions, market inputs, pricing issues, and drive understanding of the design of respective risk measurement methodologies including VaR, stress testing, scenario analysis, and liquidity analysis. Work closely with the Trading, Sales, Credit, and IT teams to ensure market risks are fully understood, captured, and approaches challenged where necessary. Work with market experts to develop a view of market conditions, ensuring deep understanding of inherent risk and be able to explain it simply to both internal decision makers and interested external parties, such as regulators, if required. Explain margin methodologies and different risk management approaches to existing and prospective clients. Engage with CCPs to understand drivers of exchange margins, and advocate for improvements where necessary.

Requirements

• Requires a Master’s in Finance, Economics, or a related field
• Requires three (3) years of experience in the position offered or three (3) years as an Associate, Analyst, or a related occupation
• Requires three (3) years of experience with the following skills: financial services domains including: Listed/OTC Derivatives, OR Prime Derivatives , Capital Markets and risk concepts including: hedging, leverage, Value at Risk (VaR), stress testing and scenario analysis; trading strategies; managing market risk across multi-asset portfolios of listed and OTC derivatives including: equities, rates, commodities, and credit; Managing projects; driving process automation; and analyzing data to identify trends and patterns are also required.

Responsibilities

• Perform risk analysis of global multi-asset portfolios to assess market and liquidity risks, with a focus on equities, rates, commodities, FX, and credit.
• Manage risk identification of model and portfolio assumptions, market inputs, pricing issues, and drive understanding of the design of respective risk measurement methodologies including VaR, stress testing, scenario analysis, and liquidity analysis.
• Work closely with the Trading, Sales, Credit, and IT teams to ensure market risks are fully understood, captured, and approaches challenged where necessary.
• Work with market experts to develop a view of market conditions, ensuring deep understanding of inherent risk and be able to explain it simply to both internal decision makers and interested external parties, such as regulators, if required.
• Explain margin methodologies and different risk management approaches to existing and prospective clients.
• Engage with CCPs to understand drivers of exchange margins, and advocate for improvements where necessary.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level