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Morgan Stanley is Hiring Bachelor’s/Master’s (Finance, Economics, Computer Science, Mathematics or Engineering)/CFA/FRM/PRM As Credit Risk (Risk Management) At Mumbai Full Time
PRIMARY LOCATION
: Non-Japan Asia-India-Maharashtra-Mumbai (MSA)
EDUCATION LEVEL: Bachelor’s Degree
JOB
: Credit Risk
EMPLOYMENT TYPE: Full Time
JOB LEVEL: Associate
DESCRIPTION
Counterparty Portfolio Analysis Team
Counterparty Portfolio Analysis team consolidates and expands Credit Risk Management?s capabilities in portfolio analysis and collaborates with Credit Risk product coverage officers around the world. The team provides in-depth exposure analysis and risk insights for the global counterparty portfolio, covering all types of derivatives and securities financing products. The team?s analysis supports senior management?s understanding of risk drivers, portfolio concentrations, correlations and potential tail risks. The team collaborates with Credit Risk officers, Business Unit representatives as well as other Risk functions globally.
Duties & Responsibilities
? Review daily, weekly, and monthly exposure and collateral variances and identify drivers, particularly in relation to market events
? Prepare monthly counterparty portfolio review material and participate in review discussions with senior management within Counterparty Risk
? Prepare portfolio reviews for specific products and participate in review meetings with business units
? Analyze and explain period over period exposure changes across a range of credit risk measures, including current exposure, simulated potential future exposure, stress test exposures (e.g. single- and multi-factor, product specific stresses) and risk sensitivities
? Identify tail-risks and concentrate build-ups, including the articulation of probabilities in the current market context
? Work closely with existing Reporting teams to prepare and automate recurring analysis. In addition, prepare ad-hoc analyses and prototype potential new reports
QUALIFICATIONS
Qualifications / Skills Required
? Bachelor’s/Master?s degree in Finance, Economics, Computer Science, Mathematics or Engineering related areas; CFA and/or FRM or PRM preferred
? 3+ years of experience in a Financial Services firm, ideally in Counterparty Risk or Market Risk Management
? Strong technical skills, including comfort working with large datasets via SQL; advanced excel, experience with VBA or other programming experience i.e R, Python is a plus; exposure to / familiarity with data visualization tools i.e. PowerBI is advantageous
? Familiarity with products that generate Counterparty Credit Risk: OTC derivatives (Rates, FX, Credit, Equities, Commodities), Securities Financing Transactions
? Self-motivator with strong written and verbal communication skills
? Ability to meet deadlines and deliver quality with keen attention to detail
? Willingness to collaborate with colleagues in other geographic locations
? Willingness to assume extended responsibility
? Bachelor’s/Master?s degree in Finance, Economics, Computer Science, Mathematics or Engineering related areas; CFA and/or FRM or PRM preferred
? 3+ years of experience in a Financial Services firm, ideally in Counterparty Risk or Market Risk Management
? Strong technical skills, including comfort working with large datasets via SQL; advanced excel, experience with VBA or other programming experience i.e R, Python is a plus; exposure to / familiarity with data visualization tools i.e. PowerBI is advantageous
? Familiarity with products that generate Counterparty Credit Risk: OTC derivatives (Rates, FX, Credit, Equities, Commodities), Securities Financing Transactions
? Self-motivator with strong written and verbal communication skills
? Ability to meet deadlines and deliver quality with keen attention to detail
? Willingness to collaborate with colleagues in other geographic locations
? Willingness to assume extended responsibility
Source – Morgan Stanley Website