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Stress Testing Market Risk Analyst
Company Profile
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm\'s employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.
As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.

Department Profile
The cornerstone of Morgan Stanley\'s risk management philosophy is the execution of risk-adjusted returns through prudent risk-taking that protects Morgan Stanley\'s capital base, liquidity and franchise. The EMEA Market Risk Management Division is responsible for the independent identification, analysis, reporting and escalation of all market risk exposures arising from EMEA and UK Group business activities, acting independently of business management and providing an effective challenge process.
The Market Risk Department is responsible for identifying, analysing, measuring, controlling, and reporting market risk exposures generated as a result of both trading and banking activities booked in EMEA and the UK Group. The Department consists of business-facing market risk managers and a Portfolio Analysis & Stress Testing team.

Primary Responsibilities
Morgan Stanley is seeking an Analyst to join its London based Stress Testing team (which sits within the Market Risk Department). The successful candidate will cover Interest Rate stress testing within the Fixed Income stress testing team, including both vanilla and exotic interest rate products.

The role covers all aspects of Market Risk stress testing and scenario analysis and responsibilities include:
• Working with risk managers and team members to identify potential vulnerabilities and new stress scenarios for the asset class covered.
• Implementing stress scenarios and analyzing results, including discussing results with key stakeholders.
• Overseeing the timely production and analysis of the key Regulator defined stress tests;
• Ensuring that relevant stress tests are being run for the portfolio, providing complete, timely, accurate and insightful analysis to Risk Managers and Senior Management.

Skills required (essential)

• Knowledge of financial products, including an understanding of risk representations (e.g. greeks) and an understanding of risk management concepts such as VaR, stress testing, scenario analysis and capital.
• An excellent academic background, including an advanced degree in a quantitative discipline, such as economics, finance, statistics/mathematics, sciences or engineering. Any additional qualifications, such as an FRM, would also be looked upon favorably.
• Proactive with the ability to work as both part of a close-knit team and independently.
• Attention to detail, project management and prioritization skills will be key in balancing daily deadlines with timely implementation of strategic projects.
• Good communication skills for written, graphical and verbal presentation
• Proficiency with a variety of IT applications as well as a good understanding of programming is advantageous.
• Be able to demonstrate good judgment of risks and an understanding of risk areas covered, in particular Fixed Income, including markets, models and products.

The closing date for applications is 31/08/2018

The salary for this role is competitive

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise 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.
Job Details
Job Ref: 489197935
Start Date: Thu, 02 Aug 2018 17:17:41 EST
Hours: Not Specified
Location: London, United Kingdom
Working Term: Permanent
Salary: British Pound . GBP British Pound . GBP - Annual Annual