Fixed Income and Commodities
Position Description
Morgan Stanley is looking for Risk Management Associate (in New York) in Trading Risk Governance Group in Sales and Trading Division. The group is responsible for accuracy, completeness and timelessness of risk information; risk aggregation across different product areas; implementation and monitoring of high level Greek sensitivity limits. The role involves a diverse range of responsibilities across various business units including Fixed Income, Commodity and Equity divisions.
General responsibilities
• Ensuring accuracy, consistency and completeness of risk referential data risk measures
• Defining, documenting and rationalizing risk measures used by various risk aggregations in Sales and Trading
• Providing day-to-day support, liaising with various teams across the Firm within Business Unit, MRD, and other Control areas in resolving risk data and measurement issues
• Enhancing end-of-day risk monitoring by designing processes and reports to detect potential risk management issues
• Liaising with Senior Managers on new risks that need to be monitored and devising solutions to capture these risks from different vertical systems
Skills Required
• Bachelor's degree in a quantitative area.
• At least 2 years experience working in or supporting Sales and Trading activities
• Sound understanding of financial products, especially in terms of key risk measurements Greeks
• Proficiency in Excel
• Ability to work independently under own initiative and perform under pressure
Skills Desired
• Previous Market Risk Management experience especially across broad/diverse range of products
• Previous experience in Excel VBA SQL queries would be advantageous
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