Quantitative Analyst jobs in United States
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E*TRADE from Morgan Stanley · 3 hours ago

Quantitative Analyst

Morgan Stanley is a leading global financial services firm, and they are seeking a Quantitative Analyst in their Market Risk Analytics department. The role focuses on developing and enhancing market risk models related to Credit products, performing quantitative analysis, and ensuring compliance with regulatory requirements.

BankingFinanceFinancial Services
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H1B Sponsor Likelynote

Responsibilities

Performing quantitative analysis on various aspects of Market Risk models like VaR, Stressed VaR, Risk Not in VaR for Credit products (e.g. Bonds, CDS, Traded loans, etc.)
Developing and enhancing models for changing internal risk management needs, new regulatory requirements (e.g., FRTB), or improvements in capturing the risk
Actively participating in code development for the purpose of model implementation, model performance monitoring, and for performing different analyses
Analyze, understand, and explain changes in risk metrics driven by model updates and position changes
Analyzing model performance metrics
Interacting with stakeholders from various departments like Front Office strategists, Market Risk Managers, Model Risk Management and FRM IT
Participating in documentation of model methodologies and implementation
Responding to queries from Model Risk Management, Internal Audit, and regulators

Qualification

Quantitative FinancePythonStatistical ModellingCredit Products KnowledgeMonte Carlo SimulationDatabase QueryingCommunication SkillsCritical ThinkingProblem SolvingCollaboration

Required

Requires a degree in Quantitative Finance, Math, Statistics, Computer Science, Physics, Engineering, Economics or a related field of study
Strong Quantitative skills
Strong Python coding skills (essential), knowledge of database querying functionalities/languages
Familiarity with statistical modelling, Monte Carlo, Historical Simulation
Two or more years of experience working in a quantitative discipline
Knowledge and broad interest in financial products, markets, and risk management and regulations
Strong skills in communication, critical thinking, problem solving, and collaboration

Preferred

Masters/PhD highly preferred
Knowledge of financial products with Credit factors will be preferred

Benefits

Commission earnings
Incentive compensation
Discretionary bonuses
Other short and long-term incentive packages
Other Morgan Stanley sponsored benefit programs

Company

E*TRADE from Morgan Stanley

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E*TRADE from Morgan Stanley is a pioneer in the online brokerage industry.

H1B Sponsorship

E*TRADE from Morgan Stanley has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2020 (3)

Funding

Current Stage
Public Company
Total Funding
unknown
2020-02-20Acquired
1996-08-16IPO

Leadership Team

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Julia Miller
Executive Director, Creative Services
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Company data provided by crunchbase