eFinancialCareers

• Company

  Morgan Stanley

• Location

  USA-NY-New York City

• Compensation

  not disclosed

• Position Type

  Employee

• Employment type

  Full time

• Updated

  03 Jul 2008

• eFC Ref no

  414399

See job description below

Position Category: Risk Management

Position Title: Market Risk Methodology - Vice President (PhD)

Job Level: Vice President

Location: USA - NY - New York

Education Required: Doctorate Degree

Position Description:
Morgan Stanley is seeking a Vice President in its Market Risk Methodology Team. The Market Risk Methodology group is responsible for researching and maintaining the firm's VaR, as well as other market risk measures such as scenario analyses, stress tests and other models required by the regulatory framework or the firm's risk 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 continuously familiarize themselves with a broad range of financial products.


Skills Required:
The ideal candidate will either have, or shortly expect to receive a PhD in a quantitative field such as:

• Finance,
• Financial Engineering
• Econometrics

This candidate will also have several years of experience in risk management or quantitative modeling. A thorough understanding of financial markets and good communication skills are essential. Exposure to the evolving market risk regulatory environment would be an advantage.

Responsibilities will include:

• Econometric/Quantitative Research
• VaR, Stress Testing and other Risk Measurement Modeling, and
• Supervision of junior employees.

Skills

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