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2023 Firm Risk Management Summer Analyst Program - Quantitative Risk (New York)

Morgan Stanley
New York City, USA
Gepostet vor etwa 1 Monat Permanent Competitive
2023 Firm Risk Management Summer Analyst Program - Quantitative Risk (New York)
Summer Analysts join us for 10 weeks in June and are placed into a specific team. These teams are designed to offer a comprehensive hands-on introduction to Financial Services and Risk Management and an in-depth exposure to either Risk Analytics or Model Risk Management.
Training Program:
Summer Analysts will be given classroom training that covers product and industry knowledge, soft skills and team building activities. In addition to the formal training, Summer Analysts receive on-the-job training, a peer buddy, senior leader mentorship, networking opportunities and weekly educational forums with Senior Management in the division. This opportunity at Morgan Stanley offers a diverse culture and commitment to providing and supporting an inclusive workplace for all employees.
Roles and Responsibilities:
Solve puzzles, provide insights and develop creative solutions that impact the department and Firm. This will be achieved through one or more of the following activities:
  • Model Risk Management: Model Risk Management is responsible for the Firm's model risk management framework and independently oversees model risk. As mandated by the Global Model Risk Management Policy, MRM establishes standards for the identification, development, validation and use of models, independently validates and certifies the Firm's models, and reports and monitors model risk in adherence to the Firm's risk appetite.
  • Risk Analytics: Risk Analytics develops market risk analytics, credit risk analytics, operational risk analytics and scenario analytics models providing quantitative analysis on the Firm's risk exposures. By developing mathematical and statistical models with risk overlays, Risk Analytics calculates the risks associated with specified sets of financial positions and day-to-day operations.
  • Credit Risk Analytics: Develops quantitative models for credit ratings, credit stress & portfolio analytics, and counterparty credit exposures
  • Market Risk Analytics: Designs the methodologies used in the computation of market risk metrics such as Value at Risk and IRC
  • Op Risk Analytics : Provides a quantitative framework for measuring and managing operational risk such as business disruptions, system failures, and internal and external fraud
  • Scenario Analytics: Responsible for scenario generation for stress testing and macroeconomic forecasting
Qualifications and Skills:
  • Applicants must be in their penultimate year of study with a quantitative major such as Math/ Physics/ Statistics/ Econometrics/ Engineering/ Computer Science
  • Graduating between December 2023 and May 2024; Master's or Doctoral students in a quantitative field are strongly preferred
  • Minimum cumulative GPA of 3.0
  • Strong skills in communication, critical thinking, and problem solving and collaboration
  • Intellectually curious about risk management, financial products, markets, and regulation
  • An interest in a fast-paced environment, often balancing multiple high priority deliverables
  • Strong attention to detail and ability to provide information in usable formats
  • Familiarity with any coding languages
This role requires that all successful applicants be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccinations within 3 days of commencement of employment.
Application Process and Deadline:
In order to be considered, candidates must apply online at www.morganstanley.com/careers by September 7, 2022 at 11:55PM EDT.

Job ID  12816-2023
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