MorganStanleyisaleadingglobalfinancialservicesfirmprovidingawiderangeofinvestmentbanking,securities, investmentmanagement andwealthmanagementservices.
TheFirm'semployeesserveclientsworldwideincluding corporations,governmentsand individualsfrommorethan1,200officesin43countries.
Asamarketleader,thetalentandpassionofourpeopleiscriticaltooursuccess. Together,weshareacommonsetof valuesrootedinintegrity,excellenceandstrongteamethic.
MorganStanleycanprovideasuperiorfoundationfor buildingaprofessionalcareer-aplaceforpeopletolearn,toachieveandgrow.Aphilosophythatbalancespersonallifestyles,perspectivesandneedsisan importantpartofourculture.
D epartment Profile
The EMEA Risk Management Division is responsible for theindependent identification, analysis, reporting and escalation of all market,credit and operational risk exposures arising from UK Group businessactivities, acting independently of business management and providing aneffective challenge process.
As part of the Risk Division, the Portfolio Management,Stress & Capital function is responsible for computing, assessing,stressing and managing the portfolio of risk and related capital, as well asleading the Division’s contribution to enterprise-wide programs depending onrisk or risk-based capital.
Within thefunction, the Market Risk Capital team contributes to a widevariety of Market Risk capital-related projects and initiatives, and the marketrisk capital reporting process, including review and analysis of thecomposition of the portfolio as well as key drivers of movements.
The Market Risk Capital team is seeking an Analyst, basedin Mumbai, to support the Firm’s EMEA businesses with main offices in Londonand Frankfurt.
The role holder will support the reporting and analyticalreview process for Market Risk and XVA Risk capital calculations.
In addition, the role holder will contributeto a variety of other deliverables (e.g. Pillar 3, stakeholder support,risk / control self-assessments).
The position requires a quantitative background and awillingness to learn Market Risk management fundamentals including products,trading strategies, booking models, risk data and metrics, risk and capitalmodels / methodologies, and risk systems.
The role holder should also be willing to invest time in developing anunderstanding of current and evolving Basel regulatory Market Risk and XVA Riskcapital calculations and methodologies, as applied to a Tier 1 sales andtrading institution.
Skills / abilities required (essential)