We’re seeking someone to join our team as a Analyst/ Associate in the Credit Risk Data Control (Model Monitoring) team.In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyze and monitor risks and lead key regulatory initiatives.Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and innovating to better serve our clients and our communities in more than 40 countries around the world.
What You'll Do In The Role
- Lead data quality enhancements for model inputs used in counterparty credit exposure calculations, including CE, PFE, and EAD metrics.
- Maintain and monitor the MPoR (Margin Period of Risk) framework, ensuring alignment with regulatory standards and exposure methodologies.
- Implement new controls on simulation model parameters such as volatilities, correlations, and risk factors, supporting Monte Carlo and scenario-based exposure modelling
- Evaluate proposals aimed at optimizing regulatory capital requirements.
- Provide ad hoc portfolio analysis and risk insights to credit professionals and senior management, especially during periods of market volatility or regulatory review.
- Collaborate with Credit Risk Analytics and IT teams to validate model implementations, conduct impact testing, and ensure consistency across simulation paths and pricing models.
- Escalate data integrity issues to the Data Control team and Agile IT squads and support remediation efforts through structured diagnostics and stakeholder coordination.
What you'll bring to the role::
- Bachelor's degree in Finance, Computer Science, Engineering, or a related quantitative discipline.
- Hands-on experience in counterparty credit risk exposure calculations under both IMM and standardized approaches.
- Strong product knowledge across OTC derivatives and SFTs, with familiarity in MPoR, WWR (Wrong Way Risk), and collateral margining frameworks.
- Advanced proficiency in Python for data analysis, automation, and model validation. Demonstrated ability to manage GitHub repositories for version control, collaborative development, and code reviews.
- Skilled in SQL and Microsoft Office for data extraction, reporting, and portfolio diagnostics.
- Proven ability to analyze large datasets, identify exposure trends, and communicate findings effectively.
- Detail-oriented with strong organizational skills and the ability to manage multiple priorities in a fast-paced environment.
- Excellent verbal and written communication skills, with a collaborative mindset for cross-functional engagement across geographies.
- At least 3 years of relevant experience.
What You Can Expect From Morgan Stanley
We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There’s also ample opportunity to move about the business for those who show passion and grit in their work.To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser.Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.
