Associate, Risk Analytics - New York - 10007

  • Morgan Stanley
  • $123,070.00 - 127,920.00 / Year *
  • 21 Warren St, New York, NY 10007
  • Full-Time
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Morgan Stanley Services Group Inc. seeks an Associate, Risk Analytics inNew York, New York

Perform calculation for the quarterlyAMA production process for regulatory and economic capital filing (includingSchedule S filing and related vetting process) and the annual and semi-annualCCAR/DFAST filing process. Work with other team members on theoretical andnumerical issues related to the methodology and tools for operational riskquantification. Work with the Operational Risk Department (ORD) to address itsrequest for additional analysis based on specific needs as they arise. Workwith risk managers of various business units and other stakeholders to addresstheir requests for additional analysis based on specific needs as they arise.Work with Model Risk Group (MRM) and Internal Audit (IAD) on model/processvalidation and help address the issues raised therein. Work with Technology(CPT) on the need to address technology-related issues related to the testingand/or production in the UAT/Developer environment. Conduct periodical reviewand back-testing of the methodology and its systems requirement. Attendconference calls and meetings that relate to the tasks above.

Requirements:

Requires a Master's degree inStatistics, Financial Engineering, Mathematics, or related quantitative fieldof study and two (2) years of experience in the position offered or two (2)years of experience as a Business Analyst, Associate, Assistant Vice President,or related occupation in the financial services industry. Requires two (2)years of experience with: operational risk modeling; quantitative modeling;communication with regulators; quantification including Basel II AMA andCCAR/DFAST process; MS Office including Excel, PowerPoint, and Access; andMatlab and R coding for statistical analysis.

Qualified Applicants:

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* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.