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Morgan Stanley
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Credit Risk Data Control (Model Monitoring), Analyst/ Associate, Firm Risk Management

Credit Risk Data Control (Model Monitoring), Analyst/ Associate, Firm Risk Management

Morgan Stanley

3 - 7 years

0 Lacs

maharashtra

Posted:20 hours ago| Platform: Shine logo

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Skills Required

python sql data analysis automation model validation otc derivatives github data extraction reporting verbal communication written communication portfolio analysis credit risk analytics data control sfts mpor wwr collateral margining portfolio diagnostics large datasets analysis risk mitigation strategies regulatory initiatives counterparty credit risk exposure calculations imm standardized approaches model implementations impact testing regulatory capital requirements risk insights it teams collaboration model monitoring risk factors monte carlo scenariobased exposure modelling data quality enhancements regulatory standards exposure methodologies ad hoc analysis market volatility data integrity issues stakeholder coordination

Work Mode

On-site

Job Type

Full Time

Job Description

As an Analyst/Associate in the Credit Risk Data Control (Model Monitoring) team at Morgan Stanley, your role will involve: - Leading data quality enhancements for model inputs used in counterparty credit exposure calculations, including CE, PFE, and EAD metrics. - Maintaining and monitoring the MPoR (Margin Period of Risk) framework to ensure alignment with regulatory standards and exposure methodologies. - Implementing new controls on simulation model parameters such as volatilities, correlations, and risk factors to support Monte Carlo and scenario-based exposure modeling. - Evaluating proposals aimed at optimizing regulatory capital requirements. - Providing ad hoc portfolio analysis and risk insights to credit professionals and senior management, especially during periods of market volatility or regulatory review. - Collaborating with Credit Risk Analytics and IT teams to validate model implementations, conduct impact testing, and ensure consistency across simulation paths and pricing models. - Escalating data integrity issues to the Data Control team and Agile IT squads and supporting remediation efforts through structured diagnostics and stakeholder coordination. Qualifications required for this role include: - 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, including managing GitHub repositories for version control, collaborative development, and code reviews. - Skills 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. At Morgan Stanley, you can expect to work in an environment committed to maintaining first-class service and high standards of excellence. Our values guide our decisions every day, and we are dedicated to providing a supportive and inclusive environment where all individuals can maximize their full potential. Our commitment to diversity and inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents. If you are passionate and driven, there are ample opportunities to progress within the business and work alongside talented individuals in a collaborative and empowering environment.,

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Credit Risk Data Control (Model Monitoring), Analyst/ Associate, Firm Risk Management