Market Risk Associate Job in Mumbai at Morgan Stanley

Morgan Stanley is hiring for the role of Market Risk Associate!

Responsibilities of the Candidate:

• Risk Analysis using Stress Testing, VaR, Backtesting and other measures.
• Uploading and Analyzing sample prospective portfolios, comprising of several financial product types in Equities, Convertible Bonds, Corporate Bonds, Swaps (IRS/CDS), Options and Futures on Commodities/Index/Interest Rates/Currencies.
• This may involve searching for relevant tickers/identifiers for such products, using Bloomberg and other internal sources/databases.
• Analysing live client portfolios, highlighting risk issues/concerns, and recommending margin policy changes.
• Conducting Risk analysis for the various funds analysing factors like Liquidity, Concentration, etc.
• Senior Management Risk Reporting and Trend Analysis for the various businesses.
• Creating Tall trees reports for Sr Management.
• Risk analysis based on Strategy or Country, or Sector or other market-based events as needed.
• Streamlining/Automation/Tool Building for Internal Risk Management.
• Liaising with the relevant regional stakeholders (Risk, Margin, Credit, IT, etc.) in terms of periodic risk deliverables.
• Participate in global risk projects out of Mumbai in terms of requirements gathering, developing, testing and validation.

Requirements:

• Graduate degree in Mathematics or Engineering with strong analytical skills.
• 1-2 years of experience in the Finance industry.
• FRM / CFA (at least Level 1 completed).
• In-depth understanding of Financial Products (Equities, Options, Futures, Bonds, Commodities, Rates, Credit) and good understanding of risk in such products.
• Working Knowledge in any of (VBA /Python/R) programming languages or ability to analyze large data sets using SQL/Excel/Power BI tools.
• Strong Analytical skills and hands-on approach to problem solving.
• Excellent communication skills.
• Exceptional organizational skills and high degree of attention to detail.
• Ability to work independently and efficiently in a complex, fast-paced environment.
• Enthusiasm to volunteer for planning, organizing, and participating in events held by the department and the Firm.