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Analyst Credit Risk Analytics

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Analyst Credit Risk Analytics
Company:

Morgan Stanley Pvt Ltd


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Analyst Credit Risk Analytics

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Details of the offer

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 and franchise. Risk Management protects the Firm from exposure to losses resulting from market, credit and operational risk exposures. The Credit Risk Department provides independent credit risk oversight across the Firms trading and lending activities. This encompasses risk monitoring and analysis, as well as reporting, capital calculation and regulatory functions. Primary Responsibilities Morgan Stanley is seeking an Analyst in its Credit Risk Analytics department. The Credit Risk Analytics group develops, maintains and monitors the performance of Credit Risk and Stress Testing models for Morgan Stanleys portfolio of assets, as required by the regulatory framework and the Firms risk management needs. The New Hire will join Credit Risk Analytics Counterparty Exposure Methodology team primarily responsible for firms counterparty credit exposure of traded products (OTC, SFT, Listed and PB), interact with trading desk, credit risk managers, capital and other business partners for high profile or risk sensitive transactions. The New Hire will work with various Credit Risk Analytics teams and other business partners to execute on a coherent vision for a centralized, self-developed, readily usable and extensible set of tools that adds analytical value and process efficiencies to the generation of credit risk metrics. Responsibilities Include -Perform quantitative model testing, validation, and enhancement for the counterparty credit risk exposure measurement models, including Monte Carlo simulation, pricing and valuation models, margining, netting and aggregation models. -Perform business analysis on the firms existing system, data, model and processes within the context of risk management and regulatory framework. -Effectively collaborate with risk managers, trading desk, capital, middle office & IT to remediate existing gaps in counterparty credit risk framework and perform analyses for topical stresses -Evaluate counterparty exposure of potential derivative trades that are too complex to be covered by the firms exposure models in production. -Program, test and implement quantitative financial methods using Pthyon, C , and SQL. -Effectively represent/communicate objectives to a wider audience of project stakeholders and senior managers Organization Skills Required (Essential) -Bachelor degree in a quantitative field such as Finance, Economics, Mathematics, Mathematical Finance, Physics or Engineering; Advanced degree preferred - 1to 2 years work experience in a quantitative risk modelling team. -OTC derivatives product knowledge and familiarity with general financial markets. -Knowledge of stochastic calculus and Monte Carlo simulation. -Advanced Python programming skills in Python, C , SQL, VBA. -Good communication skills and articulation abilities of both verbal and written are desired.

Requirements


Knowledges:

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