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Quantitative Risk Analytics Associate — Market & Stress

Morgan-Stanley

Morgan Stanley is seeking an Associate/Analyst for its Market Risk Analytics group in New York. The role focuses on VaR and stressed VaR modeling, scenario design, and AI-driven improvements within a hybrid work setting requiring in-office presence three days a week. The candidate should have a quantitative degree and strong Python skills, with experience in risk management, data analysis, and collaboration across risk, front office, and IT teams. #J-18808-Ljbffr Morgan-Stanley

Vacancy posted 1 day ago
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