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Firm Risk Management

Firm Risk Management (FRM) supports Morgan Stanley to achieve its business goals by partnering with business units across the Firm to realize efficient risk-adjusted returns, acting as a strategic advisor to the Board and protecting the Firm from exposure to losses as a result of credit, market, liquidity, operational, model and other risks.

Background on the Position The role will reside within the Firm Risk Management's Credit Risk Management department, on the Counterparty Credit Risk team which is responsible for the independent identification, evaluation, monitoring and management of Counterparty credit risk associated with various sales and trading activities.

Primary Responsibilities: - Perform stress testing model runs and analyze results for regulatory stress tests as well as for internal and ad-hoc scenarios. - Identify drivers of stress testing results and prepare materials to communicate results to senior management and governance forums - Participate in the Risk Identification process for Counterparty Credit Risk - Perform analyses highlighting portfolio sensitivities and vulnerabilities to inform Scenario Design - Collaborate with Risk Analytics and Portfolio Risk functions to deliver accuracy, timeliness and efficiency improvements in stress testing calculations. - Help to drive improvements to the stress testing infrastructure by working closely with Risk Analytics, IT and Market Risk

Experience: - Bachelor's degree in a quantitative discipline (such as mathematics, sciences, economics, finance, or engineering); CFA, FRM, and/or PRM preferred - Minimum 3 years of experience in financial industry - Database fluency and proficiency in working with large datasets via SQL and R/Python - Knowledge of products that generate Counterparty Credit Risk: OTC derivatives (Rates, FX, Credit, Equities, Commodities) & Securities Financing Transactions - Experience in financial risk management at a large financial institution or in Counterparty Stress Testing preferred but not required - Proactive attitude with ability to work independently as well as part of an integrated team - Detail-oriented with desire to learn in a dynamic environment - Strong verbal and written communication skills

Expected base pay rates for the role will be between $85,000 and $140,000 per year at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.

This role is hybrid and currently requires in office attendance 3 days/week. The in office requirement is subject to change at any time.

Morgan Stanley’s goal is to build and maintain a workforce that is diverse in experience and background but uniform in reflecting our standards of integrity and excellence. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from all talent pools. We want to be the first choice for prospective employees.

It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the base of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by the law.

Morgan Stanley is an equal opportunity employer committed to diversifying its workforce (M/F/Disability/Vet).

Job: *Credit Risk

Title: Associate, Counter Party/Stress Testing Risk (Risk Management)

Location: New York-New York

Requisition ID: 3258190