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

3.0 - 7.0 years

0 Lacs

maharashtra

On-site

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 ...

Posted 19 hours ago

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Morgan Stanley : Model Monitoring-Analyst/Associate Morgan Stanley

2.0 - 6.0 years

17 - 25 Lacs

mumbai

Hybrid

CRM seeks an associate/analyst to join its Credit Risk Department responsible for key regulatory projects, process enhancements, internal exposure model frameworks and change management. The associate will collaborate closely with colleagues in London to execute on the teams objectives. Primary Responsibilities 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, suppor...

Posted 1 day ago

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