Model Market Risk (XVA/IMM Pricing Model, Vice President, Firm Risk Management

Morgan Stanley

3.1

(72)

Remote

Why you should apply for a job to Morgan Stanley:

  • Our best-in-class Return to Work program is an excellent opportunity to re-engage and pick up where you left off after a career break.
  • Whether you're welcoming a new addition, watching your children grow or caring for aging parents, there’s support.
  • An employee stock purchase program, 401(k) retirement savings, 529 plans with a company match, IRAs? Check, check, check and check.
  • #549786188053

    Position summary

    on a frequent basis to enhance the quality of Model Validation and related Risk Management deliverables Masters or Doctorate degree in a quantitative discipline such as Statistics, Mathematics, Physics, Computer Science or Engineering is essential Experience in a Quant role in validation of Models, in developments of Models or in a technical role in Financial institutions e.g. Developer, is essential Strong written & verbal communication skills including debating different viewpoints and making formal presentations of complex topics to a wider audience is preferred 5+ years of relevant work experience in a Model Validation role in a bank or financial institution Proficient programmer in Python ; knowledge of other programming languages like R, Scala, MATLAB etc. is preferred Willingness to learn new and complex topics and adapt oneself (continuous learning) is preferred Working knowledge of statistical techniques, quantitative finance and programming is essential; good understanding of various complex financial instruments is preferred Knowledge of popular machine learning techniques is preferred Relevant professional certifications like CQF, CFA or progress made towards it are preferred Desire to work in a dynamic, team-oriented, fast-paced environment focusing on challenging tasks mixing fundamental, quantitative, and market-oriented knowledge and skills is essential 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://https://www.morganstanley.com/about-us/global-offices into your browser. We work to provide a supportive and inclusive environment where all individuals can maximize 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.

    Why you should apply for a job to Morgan Stanley:

  • Our best-in-class Return to Work program is an excellent opportunity to re-engage and pick up where you left off after a career break.
  • Whether you're welcoming a new addition, watching your children grow or caring for aging parents, there’s support.
  • An employee stock purchase program, 401(k) retirement savings, 529 plans with a company match, IRAs? Check, check, check and check.