Company Profile Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries. As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture. Firm Risk Management Firm Risk Management (FRM) supports Morgan Stanley to achieve its business goals by partnering with business units across the Firm to realize efficient risk-adjusted returns, acting as a strategic advisor to the Board and protecting the Firm from exposure to losses as a result of credit, market, liquidity, model and other risks. Position Background and Responsibilities: Morgan Stanley recruits quantitative research associates for the Risk Analytics Department. The ideal candidate will be actively involved in market risk modeling and statistical analysis of Morgan Stanley's portfolios for the Market Risk Department. The Market Risk Analytics group develops, maintains, and monitors the performance of market risk (VaR, Stressed VaR, IRC and CRM) and stress testing models for Morgan Stanley's portfolio of assets, as required by the regulatory framework and the Firm's risk management needs. Strong problem-solving abilities, solid writing, and oral presentation skills are desired. The candidate should be able to work in fast-paced environment and willing to learn and evolve along with the role. Skills Required Up to 2 years of work experience in Quantitative modeling, Risk Management, Algorithmic trading, Global markets, or any other Quantitative/Data Science field. Understanding of basic risk management concepts such as VaR (value-at-risk), stress tests, market risk modelling. The candidate needs to be familiar with statistical techniques viz. Regressions Analysis, Hypothesis testing. Strong quantitative and analytical skills and ability to work with diverse cultures in a global team. Knowledge and hands-on experience in Python are strongly preferred. Excellent communication skills (Oral and written). Ability to communicate and present complex and technical issues logically, precisely and in a simple manner. Attention to details and ability to work under pressure in a fast-paced environment.
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