Quantitative Developer in the Market Risk Analytics, Engineering team
Morgan Stanley
The Risk Analytics team has global responsibility to develop and maintain scenario design, credit, and market models for the management of credit and market risk exposure arising from the Firm’s business activities. The group also provides support for internal clients with quantitative analyses and solutions.
As part of the Market Risk Analytics group, the Engineering team is responsible for delivering models and tooling that support the model development and maintenance efforts of the wider Risk Analytics team, as well as for providing bespoke quantitative solutions to Firm Risk Management’s requirements.
Responsibilities
As a Vice President in Market Risk Analytics Engineering, you will:
- Design, develop and maintain Python models and tooling to enhance the Firm’s risk management processes and provide new insights for risk managers.
- Take ownership of the planning and execution of assigned projects, in close collaboration with other members of our global team as well as our support functions.
- Collaborate with risk managers, model reviewers, technology support teams and other stakeholders.
- Act as a role model of practical and sustainable code development standards within the wider Risk Analytics team.
Required Skills
- 5+ years of relevant work experience.
- A graduate degree (master’s or Ph.D.) in a quantitative field such as Mathematics, Mathematical Finance, Physics, Computer Science, Statistics, Econometrics or Engineering.
- Strong software design and development skills in Python.
- Good understanding and experience of modern software development processes and best practices.
- Demonstrated interest in financial markets and the banking industry.
- Strategic mindset with strong business acumen and creative problem-solving skills.
- Excellent interpersonal and communication skills in both written and verbal English, with the ability to effectively communicate with both technical and non-technical stakeholders.
Desirable Skills
- Experience with developing an interconnected codebase as part of a larger team.
- Good understanding of financial concepts and product types.
- Familiarity with financial models of pricing and risk management.
- Ability to translate regulatory guidelines on market risk model development standards into practical requirements.
You will have a chance to:
- Work as part of an international team.
- Contribute to high-impact projects.
- Influence how the global Risk Analytics team leverages technology.
- Gain exposure to quantitative risk models and their impact within the Firm.
- Collaborate with high-performing technology teams in Risk.
- Learn about finance, risk management, and operations of a global investment bank.
Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing and advancing individuals based on their skills and talents.
WHAT YOU CAN EXPECT FROM MORGAN STANLEY:
We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There’s also ample opportunity to move about the business for those who show passion and grit in their work.
To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser.
Certified Persons Regulatory Requirements:
If this role is deemed a Certified role and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks.
Flexible work statement
Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.
Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.