Cross-Asset Market Risk Modeling Specialist

Position Overview Morgan Stanley is seeking a Vice President in its Market Risk Analytics (MRA) group. The MRA group develops, maintains and monitors the performance of market risk models such as VaR, Stressed VaR, IRC, CRM, and stress testing models, including scenario design and stress loss. The role supports internal risk management, regulatory capital, and compliance functions. Primary Responsibilities Conduct research, model development and analysis to support MRA’s suite of market risk models. Develop analytics and implement solutions using internal and external technologies, including direct programming. Respond to risk managers, model risk, audit and regulatory requests in a timely and accurate manner. Collaborate closely with various risk departments, including Market Risk Management, Model Risk, Risk IT, and Risk Capital. Qualifications Master’s degree or higher in a quantitative field (Mathematics, Statistics, Mathematical Finance, Physics, Computer Science, Engineering). At least 5 years of relevant work experience. Knowledge of market risk modeling methodologies (Greek-based VaR, stressed VaR, incremental risk charge). Strong programming skills in Python. Excellent communication, leadership and project management skills, with effective collaboration across functional groups. Strong analytical thinking, problem solving, attention to detail, and ability to manage multiple projects independently. Ability to present complex issues clearly, both verbally and in writing. Compensation and Working Arrangement Expected base pay range: $120,000 to $205,000 per year at the commencement of employment. Compensation is individualized and may include commission earnings, incentive compensation, discretionary bonuses, and other benefits. The role is hybrid, requiring in‑office attendance 3 days per week; the in‑office requirement may change at any time. Equal Employment Opportunity It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, gender identity or expression, sexual orientation, national origin, citizenship, disability, marital or civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law. Morgan Stanley is an equal‑opportunity employer committed to diversifying its workforce (M/F/Disability/Vet). #J-18808-Ljbffr