Analyst - Central Functions - Market Risk Capital
Morgan Stanley
Maharashtra, India, Japan Asia, Non
4d ago

Company Profile

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.

Role Profile

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.

Primary Responsibilities

  • Supportthe Advanced Market Risk (VaR, Stressed VaR, Incremental Risk Charge,Comprehensive Risk Measure, Risks not in VaR) and XVA Risk capitalcalculations, reporting and analytical review for the UK and European regulatedentities
  • Deliverinsightful analysis and management information to support review and assuranceof the Market and CVA Riskregulatorycapital position and provide clear, concise and precise responses toinformation requests from senior management and regulatory authorities
  • Maintainrobust processes in support of regulatory, data quality, policy and modelcontrol and compliance
  • Developnew analytical review tools / capabilities and maintain existing data analysisframeworks
  • Developand maintain comprehensive process and evidentiary documentation in support ofprocess transparency,businesscontinuity and periodic internal audits
  • Fostergood relationships with stakeholders in Analytics, Middle Office, Operations,IT, Finance / Regulatory Control
  • Qualifications

    Skills / abilities required (essential)

  • Master’sor equivalent degree in finance, economics, mathematics with excellent academicbackground
  • Excellentinterpersonal and communication skills. Capable of communicating clearly andconcisely to various levels of audiences
  • ExcellentExcel and Powerpoint skills, with databases and programming experience (SQL,Access, VBA, Python etc.)
  • Strongorganisational skills to meet challenging objectives and manage competingpriorities
  • Highlymotivated self-starters who can work independently with minimal supervision andwith a strong client focus
  • Goodworking knowledge of banking and markets and their fundamentals, and aninterest in risk management in financial institutions.
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