PBG Retail Lending Strategist, VP

Develop econometric models used for forecasting product revenues and asset balances based upon macroeconomic variables and historical and current product-level characteristics. Determine and create valuation and risk management models that will feed the Firm's books and records for the bank's Retail holdings. Build prototype and productionize model code; write and maintain Python / R / C++ code for forecasting engine with version and process controls. Perform statistical tests and write model documentation. Monitor and analyze the effectiveness of current balance sheet, valuation, and risk models, and make enhancements as needed. Coordinate with data providers and end users. Communicate technical content to management, model validation teams, internal audit, and regulators. Perform ad hoc investigations as per business requirements. Participate in model integration effort between MS and E*TRADE. Ensure compliance with regulatory requirements such as CCAR. PhD in Economics, Statistics, Data Science, Mathematics, Physics, Engineering, or other quantitative/computational fields is preferred. Master degree in Computational Finance or Mathematical Finance will also be considered. Experience in data analysis and developing econometric and statistical models, preferably with financial applications. Strong hands-on technology skills are a core requirement. Python and C++ are must-have skills. Familiarity with Linux is a plus. Effective communication & collaboration skills are required. 5+ years of financial industry experience is preferred. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work. To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser. Expected base pay rates for the role will be between $110,000 and $190,000 per year at the commencement of employment. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from all talent pools. We want to be the first choice for prospective employees. It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law.