lance projections.
- Preparing analysis of model scenario variable inputs.
- Running simulation-based bank deposit and savings models.
- Deployment of production model code on the Firm's internal platforms.
- Responding to ad-hoc requests from bank CIO, Finance and Model Risk Management.
- Preparing monthly model performance metrics reports.
- Assisting in model document preparation for new model development and enhancements.
- Ensuring compliance with regulatory requirements such as CCAR.
Qualifications and Required skills
- 4-6 years of experience in the Financial Services industry.
- Master's or PhD's degree in computer science, math, physics, engineering, or other relevant fields.
- Strong hands-on coding and development skills are a core requirement (C++, Scala, R and Python). Candidates with C++ and Scala are preferable.
- Working knowledge of fixed income pricing.
- Working knowledge of UNIX system and shell scripting.
- Working knowledge of version control tools (e.g. Bitbucket).
- Several years' experience in Financial Services industry.
- Effective communication & collaboration skills are required.
- Must be a self-starter and a quick learner, able to prioritize and work under tight deadlines
- Ability to work independently and possess a strong sense of accountability/ownership
- Ability to work in a team environment and partner with multiple individuals across various groups.
- Highly motivated and comfortable in a fast-paced and evolving environment which includes ongoing learning and training opportunities.
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.