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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. The team is dedicated to covering the lending businesses withinWM (Wealth Management)at a portfolio level, including analyzing the portfolio risk with each lending business, conducting stress loss analysis (centered around the Firm's CCAR submissions), and collaborating with other areas within Risk and the Business to manage and analyze the pipeline.

Primary Responsibilities: The role will focus on theWMLending activity within the Firm including running stress testing models, analyzing stress testing results, and reporting to management. - Perform stress testing model runs and analyze results for regulatory stress tests (CCAR) as well as for ongoing business-as-usual stress loss estimates - Collaborate with risk analytics and technology groups on model implementation and testing - Create and deliver presentations to management audiences to aid in analysis and understanding of stress loss results - Work with technology/perform UAT testing on projects to streamline and enhance existing stress testing models, data tables, and analysis tools - Perform ad-hoc stress loss runs for business units related to pipeline deals

• Bachelor's degree required with experience a plus
• Strong writing and communication skills -Strong Excel skills including data lookups (e.g. Vlookup, Index/Match) and transformations (e.g. pivot tables) as well as writing logic based formulas -Hard working team player/self-starter with a desire and willingness to learn, attention to detail, and problem solving skills
• Competent working with SQL for data extraction and analysis a plus
• Basic to intermediate level working knowledge of programming languages such as VBA/R/Python a plus

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, Credit Risk (Risk Management)

Location: New York-New York

Requisition ID: 3255449