eFinancialCareers

• Company

  Morgan Stanley

• Location

  USA-NY-New York City

• Compensation

  not disclosed

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  20 Nov 2009

• eFC Ref no

  584415

See job description below

Position Category: Risk Management

Position Title: Market Risk Quantitative Analyst/Associate

Job Level: Analyst/Associate

Location: USA - NY - New York

Education Required: Bachelors Degree

Position Description:
Morgan Stanley is seeking a strong Analyst/Associate for its Market Risk Department. This position requires the candidate to support the Market Risk Modeling group for the Institutional Securities Group portfolio of Morgan Stanley and is based in New York.

The Market Risk Modeling group is responsible for researching and maintaining the firm's VaR, as well as other risk measures such as scenarios, stress tests and other models required by the regulatory framework or the firm's 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 familiarize themselves with a broad range of financial products.



Skills Required:
• The ideal candidate will either hold or expect shortly to hold a Masters degree in a quantitative field such as finance, financial engineering or econometrics.
• Some prior experience of financial markets is desirable, although not essential. Familiarity with a programming language such as Visual Basic or C++ and statistical analytics packages such as Matlab and/or Stata is highly desirable.
• The preferred candidate would also have familiarity with SQL database queries, and exemplary writing and oral presentation skills.