| Hyderabad Jobs |
| Banglore Jobs |
| Chennai Jobs |
| Delhi Jobs |
| Ahmedabad Jobs |
| Mumbai Jobs |
| Pune Jobs |
| Vijayawada Jobs |
| Gurgaon Jobs |
| Noida Jobs |
| Hyderabad Jobs |
| Banglore Jobs |
| Chennai Jobs |
| Delhi Jobs |
| Ahmedabad Jobs |
| Mumbai Jobs |
| Pune Jobs |
| Vijayawada Jobs |
| Gurgaon Jobs |
| Noida Jobs |
| Oil & Gas Jobs |
| Banking Jobs |
| Construction Jobs |
| Top Management Jobs |
| IT - Software Jobs |
| Medical Healthcare Jobs |
| Purchase / Logistics Jobs |
| Sales |
| Ajax Jobs |
| Designing Jobs |
| ASP .NET Jobs |
| Java Jobs |
| MySQL Jobs |
| Sap hr Jobs |
| Software Testing Jobs |
| Html Jobs |
| Job Location | Mumbai City |
| Education | Not Mentioned |
| Salary | Not Disclosed |
| Industry | Banking / Financial Services |
| Functional Area | Risk / UnderwritingStatistics / Analytics |
| EmploymentType | Full-time |
PhD or MSc in a numerical subject or quantitative discipline such as mathematics, physics, engineering, statistics or computing science.2 years of experience at financial institution or consulting firm, on a quantitative role in a model- or data-rich environmentKnowledge in probability and statistics, e.g. probability distribution, hypothetical testing, etc.Strong technical skills in Python and SQL.Analytical thinking and problem solving skillsSelf-starter and highly organizedAttention to detailsStrong communication skills; ability to present complex issues clearly, both verbally and in writingEx perience/Skills Desired:Knowledge/Experience in backtesting of models from either Credit Risk or Market Risk side.Knowledge/Experience in IMM models and frameworkTheoretical understanding and familiarity with derivative pricing models and stochastic calculus.Programming skills in other languages/packages, e.g. C++, VBA, Matlab, R and etc.Primary Responsibilities of the Global team include, but are not limited to:Developing and testing internal CCR exposure models and methodologies across all the asset classes (Equity, Rates, FX, Inflation, Credit, Commodities), and writing methodology documents.Enhancing existing simulation models of market factors and pricing models of derivatives.Prototyping the simulation and pricing models implemented in Production for risk analytics and model assessment.Benchmarking the pricing models in Risk to the models used in Front Office.Monitoring and enhancing various Risk frameworks, e.g. model backtesting, RNIMM etc.Performing self-assessment for counterparty credit risk models and ensuring Morgan Stanley UK/EU entities are compliant with regulatory requirements for IMM.Responding to regulators with respect to any request regarding the IMM methodology.Supporting model validation of CCR exposure models by delivering quantitative justification and analysis responding to any identified model limitations.Working in advisory capacity to local and global risk managers and Front Office to ensure risk is appropriately captured in the systems.Supporting credit risk stress testing methodologies and framework.