Job Description
Morgan Stanley is a leading global financial services firm that supports clients in achieving their goals. The Market Risk role within the Firm Risk Management's Market Risk Department involves providing governance and oversight of market risk for the commodities division, requiring extensive interaction with trading teams and a focus on day-to-day market risk management. Responsibilities Provide in-depth market risk analyses across various commodities desks/products and escalate key risks to senior management Monitor market risks through review of portfolio risk sensitivities, Value-at-risk (VaR), stress scenario analysis and limit management Work closely with various Front Office teams, colleagues from the global FRM team, technology teams, to ensure that key risks are identified, measured, managed and produced on a timely and accurate basis Maintain constant dialogue with commodities trading desks and front office support groups regarding trading strategies, limit usage, and risk representation of client transactions Skills Strong quantitative and technical skills (e.g.
SQL, R, Matlab, Python, Excel) Detail oriented with exceptional organizational skills, analytical thinking, and problem-solving abilities Strong communication and presentation skills Proficiency in MS Office and related applications (PowerPoint, Excel, Word) Familiarity with VaR calculations, stress testing and scenario analysis for derivatives products FRM or ERP certifications are a plus Benefits Some of the most attractive and comprehensive employee benefits and perks in the industry Company Overview Morgan Stanley is a financial services company that offers securities, asset management, and credit services.
It was founded in 1935, and is headquartered in New York, New York, USA, with a workforce of 10001+ employees. Its website is