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Job description

Quantitative Analyst, Model Risk Management (e-Trading) - Vice President
Division: Risk Management Job Title: Quantitative Analyst, Model Risk Management (e-Trading)

Location: London Job Level: Vice President

Company Profile
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.
As 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 Profile
The 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, liquidity and franchise. The EMEA Market Risk Management Division is responsible for the independent identification, analysis, reporting and escalation of all market risk exposures arising from EMEA business activities, acting independently of business management and providing an effective challen...

Before you apply, we encourage you to learn more about Morgan Stanley

Be unique. Be authentic. However you prefer to say it, we really mean it. Our culture embraces people’s diverse perspectives and creates a positive environment where everyone belongs. We’re determined to build a better, more connected world for everyone.

Employer Focus


The 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, liquidity and franchise. The EMEA Market Risk Management Division is responsible for the independent identification, analysis, reporting and escalation of all market risk exposures arising from EMEA business activities, acting independently of business management and providing an effective challenge process.
Team Profile
Model Risk Management is part of the Firm 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 electronic trading, credit risk (CVA/IMM/IRB), market risk, operational risk, and capital and liquidity stress tests.
Model Risk Management professionals are located in New York, London, 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
• Review, test and independently implement electronic trading models or controls (there will be opportunities to work on other types of models over time)
• Produce written model review reports
• Conduct on-demand analyses of model or control performance
• Participate in the model control and model risk management processes of the Firm

Qualifications
Skills required (essential)
• The ideal candidate should have strong previous experience gained in a similar role at a banking institution or equivalent first-hand experience in electronic trading
• Masters or Ph.D. degree (or equivalent) in Finance, Economics, Statistics, Machine Learning, Artificial Intelligence, Operations Research or a related quantitative field
• In-depth knowledge of electronic trading, market microstructure and relevant statistical and algorithmic methods
• Proficiency with object-oriented and reactive programming (preferably in Java or C ), statistical/data science languages (e.g. R/Python) and time-series databases (q/kdb )
• An eye for detail, exceptional logical thinking, integrity and a good business sense
• Strong interpersonal, oral and written communication skills
Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise 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.

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.
Job Sector
Banking
Job Position
Credit/Risk Management
City/Town
London
Address
London, UK Show on map
Post date
Closing date

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