Morgan Stanley India | MSET QR Counterparty Risk Strats, Manager, Institutional Equity Division

Primary responsibilities

• In addition to providing ad hoc analysis to support live business decisions, the team works on a wide variety of projects, including enhancing counterparty risk metrics, developing tools for collateral and resource optimization, and applying data analysis and machine learning techniques.
• We are looking to hire highly talented, creative individuals who are enthusiastic about research and eager to contribute to a leading-edge team in an intellectually stimulating environment.
• This role, based in Mumbai, requires the individual to work with global Morgan Stanley Quantitative Research Counterparty Risk team.
• We are looking for a confident and outgoing person, who has exceptional attention to detail and takes initiative.
• Perform regular calibration and performance monitoring tasks on models and ensure timely delivery of high-quality analysis.
• Analyze back testing data to attribute P&L to risk factors and identify data quality or modelling issues.
• Support the development and prototyping of risk models and risk management techniques under the guidance of senior team members.
• Contribute to developing the team’s suite of quantitative tools.
• Analyze historical data to identify trends within the hedge fund industry and produce reports for clients and senior management.
• Support the development of stress tests for regular reporting and in response to specific market events, such as upcoming elections.
• Help to automate regular calibration and performance monitoring tasks

Requirements

• Bachelor’s or higher degree in a quantitative discipline; professional qualifications such as CA, CFA, FRM, MMS, or MBA will also be considered.
• Strong practical experience in data analysis, data handling, and mathematical modeling.
• Proficiency in Python and SQL, with experience in automation and streamlining processes.
• Strong analytical and reasoning skills, with the ability to break down complex problems and projects into manageable components.
• Strong written and verbal communication skills, with the ability to present concepts and solutions clearly to diverse audiences.
• Understanding of market and counterparty risk methodologies, including stress testing, VaR, and related risk measures.
• Familiarity with risk management concepts such as initial margin, variation margin, model risk management, and regulatory requirements.

Morgan Stanley

Morgan Stanley is a global financial services firm founded in New York in 1935, known for investment banking, sales and trading, wealth management and investment management.

Its teams in India support the firm's global businesses. For chartered accountants this means corporate controllers, external reporting, regulatory reporting, tax and risk roles.

• Industry: Investment banking, wealth and investment management
• Headquarters: New York, USA
• In India: Teams in Mumbai and Bengaluru supporting global businesses