Market Risk Quantitative Analyst/Associate, USA-NY-New York City
Market Risk Quantitative Analyst/Associate
Company:
Morgan Stanley
Location:
USA-NY-New York City
Remuneration:
not disclosed
Position Type:
Permanent
Employment type:
Full time
Updated:
25 Nov 2009
eFC Ref no:
584415
See job description below
Position Category: Risk Management
Position Title: Market Risk Quantitative Analyst/Associate
Job Level: Analyst/Associate
Location: USA - NY - New York
Education Required: Bachelors Degree
Position Description: Morgan Stanley is seeking a strong Analyst/Associate for its Market Risk Department. This position requires the candidate to support the Market Risk Modeling group for the Institutional Securities Group portfolio of Morgan Stanley and is based in New York.
The Market Risk Modeling group is responsible for researching and maintaining the firm's VaR, as well as other risk measures such as scenarios, stress tests and other models required by the regulatory framework or the firm's management. The group's work involves broad exposure to all of Morgan Stanley's traded portfolio, including fixed income products, equities and commodities. Team members are expected to be able to undertake independent quantitative and empirical research, to communicate with the business and senior management, and to familiarize themselves with a broad range of financial products.
Skills Required: • The ideal candidate will either hold or expect shortly to hold a Masters degree in a quantitative field such as finance, financial engineering or econometrics. • Some prior experience of financial markets is desirable, although not essential. Familiarity with a programming language such as Visual Basic or C++ and statistical analytics packages such as Matlab and/or Stata is highly desirable. • The preferred candidate would also have familiarity with SQL database queries, and exemplary writing and oral presentation skills.
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