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Associate - Market Risk Analyst

Job Number:


Posting Date

:Apr 29, 2024

Primary Location

:Non-Japan Asia-India-Maharashtra-Mumbai (MSA)Education Level:Refer to Position Description


:Investment Banking/Sales/Trading/ResearchEmployment Type:Full TimeJob Level:Associate


Department Profile

Morgan Stanley’s Institutional Equity Division (IED) is a world leader in the origination, distribution and trading of equity, equity-linked and equity-derivative securities. Our broad and deep client relationships, market-leading platform and intellectual insights enable us to be a world-class service provider to our clients for their financing, market access and portfolio management needs.

Global Markets Group is the offshoring arm of Morgan Stanley’s Equity businesses in India. It covers functions across IED ranging from those associated with sales, trading, analytics, strats to risk management.

Background on the Team

The Institutional Equities Division’s... Counterparty Risk team (also called the Market Risk team) supports the Equities, Listed Derivatives, OTC Clearing and Electronic Trading businesses. Professionals in IED’s Risk Division assess and actively manage risk across their clients by analysing client portfolios and transactions, in order to anticipate any potential losses and ensure adequate funding.

Primary Responsibilities

·Risk Analysis using Stress Testing, VaR, Backtesting and other measures.

·Uploading and Analyzing sample prospective portfolios, comprising of several financial product types in Equities, Convertible Bonds, Corporate Bonds, Swaps (IRS/CDS), Options and Futures on Commodities/Index/Interest Rates/Currencies.

·This may involve searching for relevant tickers/identifiers for such products, using Bloomberg and other internal sources/databases.

·Analysing live client portfolios, highlighting risk issues/concerns, and recommending margin policy changes.

·Conducting Risk analysis for the various funds analysing factors like Liquidity, Concentration, etc.

·Senior Management Risk Reporting and Trend Analysis for the various businesses.

·Risk analysis based on Strategy or Country, or Sector or other market-based events as needed.

·Streamlining/Automation/Tool Building for Internal Risk Management.

·Liaising with the relevant regional stakeholders (Risk, Margin, Credit, IT, etc.) in terms of periodic risk deliverables.

·Participate in global risk projects out of Mumbai in terms of requirements gathering, developing, testing and validation.


Primary/Required Skills

·Graduate degree in Mathematics or Engineering with strong analytical skills.

·0-2 years of experience in the Finance industry.

·FRM / CFA (at least Level 1 completed).

·In-depth understanding of Financial Products (Equities, Options, Futures, Bonds, Commodities, Rates, Credit) and good understanding of risk in such products.

·Working Knowledge in any of (VBA /Python/R) programming languages or ability to analyze large data sets using SQL/Excel/Power BI tools.

·Strong Analytical skills and hands-on approach to problem solving.

·Excellent communication skills.

·Exceptional organizational skills and high degree of attention to detail.

·Ability to work independently and efficiently in a complex, fast-paced environment.

·Enthusiasm to volunteer for planning, organizing, and participating in events held by the department and the Firm


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