Credit Risk Counterparty Portfolio Analysis, Analyst, Firm Risk Management

Morgan Stanley

Credit Risk Counterparty Portfolio Analysis - Analyst

Profile Description

We’re seeking someone to join our team as an [Analyst] to [Credit Risk Counterparty Portfolio Analysis]

Firm Risk Management

In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyze and monitor risks and lead key regulatory initiatives.

Business Audit

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.

Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and innovating to better serve our clients and our communities in more than 40 countries around the world.

What you’ll do in the role:

 Primary Responsibilities
• Develop in-depth knowledge of counterparty risk applications, risk infrastructure at Morgan Stanley. Stay abreast of market activity and conduct proactive risk assessment and management, including assessment and impact analysis of market/geopolitical events
• Analyze and explain period over period exposure changes across a range of credit risk measures, stressed exposures (e.g. single- and multi-factor, product specific stresses) and risk sensitivities
• Assist in preparation and execution of recurrent portfolio analysis for various risk committee meetings and regular portfolio monitoring. Participate and prepare analysis / response to ad-hoc requests from senior risk management, regulatory requests
• Periodically perform sector deep-dives and trend analysis, identify and understand pockets of counterparty risk including identification of tail risk and concentration build-ups and present actionable insights to senior stakeholders
• Participate with risk managers in prototyping and preparing detailed portfolio reviews, provide insights on BU meeting materials
• Use automation and latest technology to aid in efficient portfolio analysis and prototype potential new reports. Automate and/or work closely with Reporting teams to automate recurring analysis.
• Participate in projects to enhance credit risk infrastructure while collaborating with Risk IT on strategic solutions and with self service team for building dashboards

What you’ll bring to the role:

Skills/Experience
• Bachelor's/Master's degree in Finance, Economics, Computer Science, Statistics, Mathematics or Engineering related areas; CFA and/or FRM or PRM preferred
• Minimum 1 year of experience in a Financial Services firm, ideally in Counterparty Risk or Market Risk Management
• Familiarity with derivative trades that generate Counterparty Risk across different asset classes like Rates, FX, Credit, Equities and Commodities especially in bilateral OTC, SFT and CCP businesses.
• Strong technical skills, including comfort working with large datasets via SQL / Advanced excel is essential; Experience with VBA or other programming experience i.e R, Python; exposure to / familiarity with data visualization tools i.e. PowerBI is advantageous
• Desire to work in a dynamic, team-oriented, fast-paced environment focusing on challenging tasks mixing fundamental, quantitative, and market-oriented knowledge and skills is essential
• Self-motivated, independent with strong written and verbal communication skills
• Willingness to learn new and complex topics and adapt oneself (continuous learning) is preferred
• Ability to meet deadlines and deliver quality with keen attention to detail

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.

To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices​ into your browser.

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.