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Morgan Stanley
,
London, Greater London
FID Market Risk Manager - Vice President
Overview
We're looking for a candidate to this position in an exciting company. Independent oversight & control of selected markets from a regional and legal entity perspective. Contribute to the continuous monitoring of financial markets and measurement of the impact on MS’s portfolio, including: analysis of trading strategies, material weaknesses in the control framework, detection of overlooked risks. Overseeing the timely production and analysis of the key Regulator defined stress tests; Contribute to the development of comprehensive stress tests that highlight all key risks. Identifying vulnerabilities and new stress scenarios for the asset class covered. Ensuring that relevant stress tests are being run for the portfolio, providing complete, timely, accurate and insightful analysis to Risk Managers and Senior Management. Assessment of the suitability / performance of pricing, risk and capital models and working with relevant groups to address material deficiencies. Understand P&L drivers and construct any necessary tools to facilitate risk and P&L analysis. Knowledge of major regulatory processes and deliverables (e.g. FRTB, CCAR, ICAAP) is essential, and experience in stress testing is strongly recommended. Good knowledge of financial products is also essential, including an understanding of risk representations (including greeks) and a solid understanding of risk management concepts such as VaR, stress testing, scenario analysis, and capital is required. Experience as a market risk manager in Rates is recommended. An excellent academic background or strong analytical background. Additional qualifications, such as an FRM, would also be looked upon favorably. Attention to detail, project management and prioritization skills will also be key in balancing daily deadlines with timely implementation of strategic projects. Proactive and a can-do attitude. Experience in effectively managing small teams.