Overview

Risk Analytics (Risk Management) Job in India at Morgan Stanley

Job Description

Primary Responsibilities include, but are not limited to: Participate in modeling, development, and implementation of credit risk models. Programming of prototypes/production code (within an established C++/Python/Matlab libraries) which will be productionized. Program, test and implement quantitative financial methods using Python, C++, VBA, R, Matlab and SQL Perform analysis including model recalibrations, back-tests, stress tests, scenario and sensitivity analyses. Research, development, enhancement, and documentation of IMM Counterparty credit risk, methodologies, and tools for regulatory and risk management purposes Utilize advanced statistics, econometrics and mathematics skills including probability theory, stochastic calculus, Monte Carlo simulation, numerical analysis, optimization techniques and time series analysis. Work with Technology on model testing, implementation, and production. Work with risk managers and other stakeholders to address their requests for additional analysis based on specific needs as they arise. Participate in Regulatory and validation exams by providing documentation and responses to regulators and internal validators. Perform Quantitative/Econometric Analysis to ensure appropriate modeling and capture of risk, regulatory capital calculation and ongoing compliance with regulatory requirements. Skills Required 3 to 8 years of work experience in quantitative modeling and Risk Management Analytical skills and ability to work with diverse cultures in a global team. Strong knowledge of financial traded products e.g. derivatives and their pricing. Hands-on experience in one of the programming languages Python, C or C++ Excellent communication skills (Oral and written). Ability to communicate and present logically, precisely and in simple manner, complex and technical issues. Attention to details and ability to work under pressure and cope with a fast-moving environment.

Job Details

Job Location
India

Company Industry
Other Business Support Services

Company Type
Unspecified

Employment Type
Unspecified

Monthly Salary Range
Unspecified

Number of Vacancies
Unspecified

About Company

Company: Morgan Stanley

Company Location:  India

Job Category:

About Morgan Stanley