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| Job Location | Mumbai City |
| Education | Not Mentioned |
| Salary | Not Disclosed |
| Industry | anking / Financial Services |
| Functional Area | Marketing / Communication |
| EmploymentType | Full-time |
Morgan Stanley is seeking an Associate to join the Market Risk Time series team based in Mumbai. The successful candidate will be part of a global infrastructure team with a diverse range of responsibilities for data quality and process integrity, which encompasses extensive interaction with several stakeholders.ResponsibilitiesDevelop a strong understanding of the VaR model to help with impact analysis of market data changes on VaR. Build/Improve statistical tools to help identify spikes in market data across asset classes. Work closely with model development team to understand the nature of interpolated benchmarks required by the VaR model and help streamline the data validation process Streamline the data sourcing process to ensure that inefficiencies are eliminated. Collaborate with key stakeholders and partners distributed in different regions and teams Work on regulatory and internal audit findings to remediate gaps in reporting/data issues Provide functional supervision for a small team of analysts , Strong quantitative background, ideally at least Masters level in a quantitative discipline Strong interest in financial markets, financial products. Good understand of market factors such as credit spreads, yield curves, volatility etc. will be an advantage. 5-7 years experience in a bank, ideally in a quantitative or modelling role. Ability to build good working relationships across a number of different areas and regions, attention to detail Coding experience in Python or a similar language Strong communication skills.
Keyskills :
lendingpythonsourcingtradingieldcreditanalystsactingcapitalreturnsanalysisspreadsbusiness