Associate - Liquidity Risk (Risk Management)

Morgan Stanley

Posting Date

Jan 23, 2023

Primary Location

Non-Japan Asia-India-India-Mumbai (MSA) Bachelor's Degree

Job

Liquidity Risk Full Time Associate

Description

Position Background

Liquidity Risk is seeking an Associate to support Liquidity Risk Analytics projects and regulatory deliverables. The candidate needs to collaborate within the team and across a range of functional groups to fulfill the deliverables on a timely basis. This is a permanent role.

The Liquidity Risk Analytics team in Mumbai provides portfolio analysis and reporting to support independent oversight of the Firm's business activities, serving as a second line of defense to ensure that the size and composition of the Firm's liquidity resources are adequate in amount and quality. The Liquidity Risk Department reports to the Chief Risk Officer and is responsible for independent oversight and monitoring of the Firm's overall trading, funding, financing and banking businesses, liquidity risk limit setting, risk assessment and analysis, and management and regulatory reporting, including adherence to relevant regulatory requirements.

Primary Responsibilities include, but are not limited to:

1. Analyze the Firm's business activity to identify, assess and monitor liquidity risks and present the results to our stakeholders

2. Maintain active dialogue with business units, Corporate Treasury, risk management colleagues, and other groups regarding business strategies, risk representation, and limit compliance

3. Collaborate with senior business professionals in enhancing liquidity planning, liquidity stress testing, limit setting and asset/liability management

4. Preparing and presenting briefings to senior management on key risk issues

5. Creating high quality reports using innovative data visualization platforms

6. Program, test and implement quantitative financial methods using Python, VBA, R, and SQL

7. Collaborate with Technology on liquidity risk related projects

8. Work with risk managers and other stakeholders to address their requests for additional analysis based on specific needs as they arise

9. Participate in Regulatory and validation exams by providing documentation and responses to regulators and internal validators

Qualifications

Skills Required

1. 3 to 5 years of work experience in quantitative modeling, risk management

2. Analytical skills and ability to work with diverse cultures in a global team.

3. Knowledge and hands-on experience in programming languages R, Python and ability to program and handle Big Data queries

4. Excellent communication skills (Oral and written). Ability to communicate and present logically, precisely and in simple manner, complex and technical issues.

5. Attention to details and ability to work under pressure and cope with a fast moving environment.

Required Qualifications

1. Graduate/Under-graduate/Advance degrees in finance, mathematics, physics econometrics, engineering or other quantitative subjects.

2. Candidates should have a strong theoretical foundation in mathematics and quantitative finance

3. Candidates will have to deal in VBA, SQL queries, and MS-Office on daily basis.

Desirable Skillsets

1. PRM/FRM, CFA, CQF certification is an advantage.

2. Quantitative modeling experience in Finance

3. Experience in one of the following AI, ML, Big Data Analytics, Tableau is an advantage.

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Confirmed 50 minutes ago. Posted 8 days ago.

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