Director - Counterparty Credit Risk Analytics(Risk Analytics Division)

Morgan Stanley

3.1

(71)

Mumbai, India

#3246050

Position summary

R, Matlab and SQL

Utilize advanced statistics, econometrics and mathematical skills including probability theory, stochastic calculus, Monte Carlo simulation, numerical analysis, optimization techniques and time series analysis
Work with Technology on model testing, implementation, and production
Work with risk managers and other stakeholders to address their requests for additional analysis based on specific needs as they arise
Participate in Regulatory and validation exams by providing documentation and responses to regulators and internal validators

QUALIFICATIONS

Skills Required

6.5 + years of work experience in quantitative modeling, Risk Management, algorithmic trading,
Analytical skills and ability to work with diverse cultures in a global team.
Strong knowledge of financial traded products e.g. derivatives and their pricing.
Knowledge and hands-on experience in one of the programming languages R, Python, MATLAB, C# or C++ is strongly preferred.
Excellent communication skills (Oral and written). Ability to communicate and present logically, precisely and in simple manner, complex and technical issues.
Attention to details and ability to work under pressure and cope with a fast moving environment.
Required Qualifications
Graduate/Under-graduate/Advance degrees in finance, mathematics, physics econometrics, engineering or other quantitative subjects.
Candidates should have a strong theoretical foundation in mathematics, quantitative finance and derivatives.
Candidates will have to deal in Python, SQL queries, and MS-Office on daily basis.

Desirable Skillsets

FRM, CFA, CQF certification is an advantage.
Quantitative modeling experience in Finance/ Data Science
Knowledge of risk mitigation practices and experience with Basel II/III/IV rules will be considered advantageous.
Experience in one of the following AI, ML, NLP, Big Data Analytics, Tableau is an advantage.