Quantitative Analyst, Model Risk Management Vice PresidentDivision : Risk ManagementJob Title : Quantitative Analyst, Model Risk ManagementLocation : London Job Level : Vice PresidentAs a market leader, the talent and passion of our people is critical to our success.
Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career -
a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.
Department ProfileThe cornerstone of Morgan Stanley's risk management philosophy is the execution of risk-adjusted returns through prudent risk-
taking that protects Morgan Stanley's capital base and franchise. Risk Management protects the Firm from exposure to losses resulting from defaults by our lending and trading counterparties.
Model Risk Management is part of the Global Risk Management Department of Morgan Stanley and it has global responsibility for the independent risk control, review and validation of models used by Morgan Stanley.
These include derivative pricing models in all product areas (i.e. interest rates, currencies, commodities, equities, credit, and securitized products), as well as models used for counterparty credit risk (CVA / IMM), credit risk (IRB), market risk (IMA), operational risk, and capital and liquidity stress tests.
Model Risk Management professionals are located in London, New York and Budapest, and they work closely with business quantitative strategists, risk analytics, risk managers and financial controllers.
The London team works closely with other members of the Model Risk Management across all model areas globally. Primary Responsibilities
Skills required (essential)
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.
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.