Quant Data Analyst - VP

We’re seeking someone to join our front-line quantitative counterparty risk team. The team has a global footprint across New York, London, and Hong Kong, and works closely with a variety of business lines including Prime Brokerage, Listed Derivatives, OTC Clearing, Institutional Equities and Fixed Income trading. In addition to providing ad hoc analysis to support live business decisions the team works on a wide variety of projects from enhancing counterparty risk metrics and tools for collateral and resource optimization, data analysis and machine learning.

In the Technology division, we leverage innovation to build the connections and capabilities that power our Firm, enabling our clients and colleagues to redefine markets and shape the future of our communities.

This is a Lead Data Analytics role at VP level, which is part of the job family responsible for developing and maintaining data analytic solutions to support business needs.

Morgan Stanley is an industry leader in financial services, known for mobilizing capital to help governments, corporations, institutions, and individuals around the world achieve their financial goals.

Interested in joining a team that’s eager to create, innovate and make an impact on the world? Read on.

What you’ll do in the role:

• Development, calibration and prototyping of risk models and risk management techniques to meet the needs of front-line risk managers.
• Analysis of historical data to determine trends within the hedge fund industry and production of reports to summarize this information for clients and senior management.
• Analysis of back testing data to determine attribution of P&L to risk factors and identify data and modelling issues.
• Development of stress tests for regular reporting and in response to specific events, such as upcoming elections.
• Ad hoc analysis of new clients or new products to assess the risk on the account and the impact on the risk profile of the division.
• Working closely with development teams to ensure accurate integration of methodology into the risk platforms.

What you'll bring to the role:

• A PhD in quantitative field or a master’s degree and additional industry experience.
• Relevant experience in a quantitative, risk, structuring, or trading role in the financial industry.
• Strong understanding of market and counterparty risk methodologies such as stress testing, VaR, PFE, EPE, and knowledge of risk management concepts such as initial and variation margin, model risk management, regulatory requirements.
• Knowledge of initial margin requirements for uncleared derivatives and ISDA SIMM.
• Knowledge of Python with experience of data handling and building prototypes of mathematical models.
• Ability to work collaboratively and to present concepts and solutions clearly to diverse audiences.

WHAT YOU CAN EXPECT FROM MORGAN STANLEY:

We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There’s also ample opportunity to move about the business for those who show passion and grit in their work.

Certified Persons Regulatory Requirements:
If this role is deemed a Certified role and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks.

Flexible work statement
Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.