Morgan Stanley | Jobs | Risk Analytics ( Risk Management ) | BigDataKB.com | 29-03-22

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Job Location: Mumbai


4+ years of work experience in quantitative modeling, Risk Management, algorithmic trading, global markets or any other quantitative/Data Science field.
Prior work experience with credit markets and products or work experience in a bank credit-related department. Examples include lending, credit trading, origination, underwriting, leveraged finance, CVA.
The candidate needs to be familiar with statistical techniques viz. Regressions Analysis, Hypothesis testing et al.
Understanding of financial institutions regulatory frameworks. Examples include IRB, CECL, CCAR, Dodd-Frank and Basel.
Strong quantitative and analytical skills and ability to work with diverse cultures in a global team.
Strong knowledge of financial products e.g. MBS, CRE, Bonds etc.
Knowledge and hands-on experience in one of the programming languages R, Python, MATLAB, SQL, C# or C++ is strongly preferred.
Excellent communication skills (Oral and written). Ability to communicate and present logically, precisely and in simple manner, complex and technical issues.
Attention to details and ability to work under pressure and cope with a fast moving environment.

Qualifications

Required Qualifications
Graduate/Under-graduate/Post Graduates/ Advance degrees in finance, mathematics, physics econometrics, engineering or other quantitative subjects.
Candidates should have a strong theoretical foundation in mathematics, quantitative finance and derivatives.
Knowledge and hands-on experience in programming languages.
Desirable Skillsets

PRM/FRM, CFA, CQF certification is an advantage.
Quantitative modeling experience in Finance/ Data Science
Knowledge of risk mitigation practices and experience with Basel II/III/IV rules will be considered advantageous.
Experience in AI, ML, NLP, Big Data Analytics, Tableau is an advantage.

 

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