Job Information
Morgan Stanley Services Group Inc. Vice President in New York, New York
Morgan Stanley Services Group Inc. seeks to fill the position of Vice President in New York, NY.Cover the risk management of macro markets products including derivatives, exotics and cross-asset trading strategies with emphasis on quantitative analysis. Conduct statistical analysis for risk measures and market data. Calibrate risk limit on trading business by analyzing stress scenarios, market impact and correlation between different risk measures. Continuously monitor the financial markets and measure the impact on MS’s LATAM trading portfolio including analyzing complex trades and trading strategies and assessing material weaknesses or overlooked risks and hedging strategies. Live discussion and independent challenge of traders, trading management and strategists. Requires a Master's degree in Finance, Financial Engineering, or a related field plus three (3) years of experience in the position offered or three (3) years of experience as an Associate, or a related occupation. Requires three (3) years of experience with: SQL and Python; Bloomberg; foreign exchange products; fixed income products; cash and derivative products; statistical analysis; data visualization; working with quantitative market risk metrics including VaR, stress VaR, and stress testing; Macro Foreign Exchanges in emerging markets (FXEM), including in LATAM market; designing hypothetical stress scenarios for risk management; and written, graphical, and verbal presentation.
Minimum Salary: 150000 Maximum Salary: 190000 Salary Unit: Yearly
