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| Job Location | Mumbai City |
| Education | Not Mentioned |
| Salary | Not Disclosed |
| Industry | Banking / Financial Services |
| Functional Area | General / Other Software |
| EmploymentType | Full-time |
Description
The Morgan Stanley Market Risk Department (MRD) provides independent oversight of the Firm s business activities, material market and idiosyncratic stresses; identifying, measuring, monitoring, advising, challenging and controlling market risks generated by the Firm s market-making and banking activities.
Background on the team:
The Morgan Stanley Market Risk Department (MRD) seeks a professional for a market risk role in the Market Risk Portfolio Analysis Methodology function in Mumbai. The team focuses on providing Scenario Based Portfolio risk management solutions. The role will include analysis of big market moves across all asset classes, product types and business activities of the Firm and providing appropriate solutions for the organization. The role involves significant collaboration with partners across the globe, particularly in Budapest, New York and London. The candidate selected for the role will need to balanced financial product understanding, process management, logical and people skills.
Responsibilities:
Portfolio Analysis using scenarios and estimation techniques
Suggest methodology enhancements in the scenario estimations to improve their accuracy.
Work with risk managers across asset classes to understand their requirements and showcase the new tools and enhancements being made available to them by the team.
Participate in designing topical scenarios to estimate stress losses and make risk management processes more robust.
Be part of various projects towards improvements/efficiencies of Market risk data infrastructure.
Collaboration with stakeholders and partners distributed in different regions and teams.
Qualifications/Skills Required:
To be successful, candidates will benefit from relevant experience, a strong desire to lean and the ability to work in a small specialized team.
1-2 years of experience preferably in Market Risk management.
Understanding of risk management concepts and financial products.
Balance between regular and development / ad-hoc related tasks.
Strong quantitative skills acquired from disciplines such as engineering, statistics/econometrics or finance.
Familiarity with programming languages such as R/Python or with databases and SQL is a plus.
FRM or CFA is a plus.
Keyskills :
market risk managementmarket risk portfolio riskrisk management financial productsprocess management portfolio analysiscompatibi