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Morgan Stanley

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3.7

based on 1.5k Reviews

162 Morgan Stanley Jobs

Director - IRB, Credit Rating Model - Risk Analytics

Morgan Stanley Advantage Services Pvt. Ltd.

3.7

based on 1.5k Reviews

5-10 years

Mumbai

1 vacancy

Director - IRB, Credit Rating Model - Risk Analytics

Morgan Stanley

posted 18d ago

Job Role Insights

Flexible timing

Key skills for the job

Econometrics Risk Management Wealth Management Financial Services Financial Risk Management Investment Management

+ 3 more

Job Description

Profile Description

We re seeking someone to join our team as (Director) in (Risk Analytics) division to work on model development. The successful candidate will work extensively with credit risk models involving IRB approaches, CCAR and CECL. The successful candidate will have strong analytical skills, an excellent work ethic and a high degree of interest in both quantitative and non-quantitative aspects of financial risk management.

Firm Risk Management

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.

Company Profile

Morgan Stanley is an industry leader in financial services, known for mobilizing capital to help governments, corporations, institutions, and individuals around the world achieve their financial goals.

Interested in joining a team that s eager to create, innovate and make an impact on the worldRead on

What you ll do in the role:

The primary responsibilities of the role include :
Lead modeling efforts for credit risk IRB models in Mumbai
Quickly develop a deep understanding of Morgan Stanleys credit risk analytics models.
Participate in research, development, and implementation of credit risk models
Perform econometric analyses to support methodology development
Support backtesting, stress testing, scenario analyses and sensitivity studies
Analyze model changes and perform data analyses for various purposes including model improvement
Partner with teams across Risk Analytics, technology, model risk management, credit risk officers and other teams throughout FRM and the Firm.
Develop, train, oversee and mentor junior colleagues