Morgan Stanley · 1 day ago
Cross-Asset Market Risk Modeling Specialist
New York, NY
Full-time
Onsite
Mid, Senior Level
$120K/yr - $205K/yr
5+ years expMorgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The role of Cross-Asset Market Risk Modeling Specialist involves developing, maintaining, and monitoring market risk models, as well as engaging in research, model development, and analysis to support risk management and regulatory compliance.
Asset ManagementFinanceFinancial ServicesLending
Responsibilities
Morgan Stanley is seeking a Vice President in its Market Risk Analytics (MRA) group
The MRA group develops, maintains and monitors the performance of market risk (VaR, Stressed VaR, IRC and CRM) and stress testing models (including market shocks for scenario design, stress loss) for Morgan Stanley's portfolio of assets, as required by the regulatory framework and the Firm's risk management needs
The position requires the ability to engage in research, model development, and analysis to support MRA's suite of market risk models used for internal risk management and for regulatory capital and compliance
The role will encompass development of analytics and their implementation using an array of internal and external technologies, including direct programming of solutions
Candidate must have the ability to communicate effectively and function collaboratively in group settings
Responsibilities include responding to risk managers, model risk, audit, and regulatory requests on a timely and accurate basis and working closely with other departments
The position requires interacting with various Risk departments within the Firm including Market Risk Management, Model Risk, Risk IT, Risk Capital and other partnering teams
Qualification
Required
Master's or higher degree in a quantitative field such as Mathematics, Statistics, Mathematical Finance, Physics, Computer Science, or Engineering
At least 5 years of relevant work experience
Knowledge of market risk modelling methodologies (Greek-based value-at-risk (VaR), stressed VaR, and incremental risk charge) required
Strong programming skills (Python) is essential to role
Strong communication, leadership and project management skills (role requires effective collaboration and consensus-building across a range of functional groups)
Analytical thinking and problem solving skills
Ability to present complex issues clearly, both verbally and in writing, is essential
Attention to detail and the ability to work thoughtfully and independently and manage multiple projects
Benefits
Commission earnings
Incentive compensation
Discretionary bonuses
Other short and long-term incentive packages
Other Morgan Stanley sponsored benefit programs
Company
Morgan Stanley
Morgan Stanley is a financial services company that offers securities, asset management, and credit services.
10001+ employees
Funding
Current Stage
Public CompanyTotal Funding
unknown1997-02-05IPO
Leadership Team
James Gorman
Chairman and CEO
Ted Pick
Chief Executive Officer (CEO)
Recent News
2026-01-22
2026-01-21
2026-01-21
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