Market Risk Analytics - XVA_Associate_ Risk Management

We're seeking someone to join our team as an Associate in Risk Analytics team.

In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyse and monitor risks and lead key regulatory initiatives.

Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and innovating to better serve our clients and our communities in more than 40 countries around the world.

What you'll do in the role:

• Develop functional asset class expertise on an assigned asset class over time.
• Design and develop Python analytical libraries supporting needs of the full suite of market risk models.
• Technically own the code library including development, maintenance, testing, and governance
• Effectively collaborate with other MRA teams and partnering areas - Market Risk Management, Model Risk Management, Strats and IT - to deliver on project requirements.
• Effectively represent/communicate MRA Engineering Team objectives to a wider audience of project stakeholders and senior managers

• Requires a master's degree in a quantitative field such as Quantitative Finance, Physics, Mathematics, Engineering, Computer Science; and three-five (3-5) years of relevant work experience involving a significant quantitative development component;
• Trading markets knowledge especially within the Credit space (products such as Bonds, CDS etc.) along with any exposure to market risk concepts (value-at-risk) is preferred.
• Knowledge of Counterparty Credit Risk/Credit valuation adjustment is preferred
• Strong Python programming skills and packages used for data manipulation, time series and data analysis required.
• Understanding of code development using OOPs concepts along with familiarity with Github version control is required.
• Knowledge of statistics, machine learning algorithms and techniques is preferred.
• Strong written and verbal communication skills essential
• Independent ownership & delivery of projects