Cross Desk Strategist (FRTB) – Senior Associate / Vice President

Cross Desk Strategist (FRTB) – Senior Associate / Vice President

Company Profile

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments, and individuals from more than 1,200 offices in 43 countries.

As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence, and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.

Department Profile

The Fixed Income Division (FID) is comprised of Interest Rate and Currency Products, Credit Products and Distribution. Professionals in the Division assess and actively manage risk, trade securities, and structure as well as execute innovative transactions in the fast-paced and constantly changing global markets. The Commodities Division is a market leader across a broad range of commodities markets, with expertise in areas including client risk management, financing solutions and investor products Sales & Trading.

Team Profile

We are looking for an individual with strong analysis and functional design skills to join the Fixed Income Strategist group to work on Front to Back Risk programs linked to Risk and Capital regulatory agenda. The candidate is expected to work across all FID asset classes and contribute to analysis, stakeholder management, design, implementation, and data analytics associated to Market and Credit Risk Capital calculation process.
A solid understanding of the Fixed Income businesses is required, and a wider understanding of front-to-back risk and valuation flow is an advantage.

Beyond technical and business skills, the candidate is expected to be able to communicate well, adapt rapidly and learn fast. Sound judgment will be required to understand and reformulate requirements, evaluate risks, develop adapted solutions finding the right balance between tactical and strategic solutions and offer the best value to our clients, with respect to regulations, compliance, and firm procedures. 

Responsibilities include:

• Lead F2b work streams, ‘squads’ working with downstream partners
• Help to manage an FID wide Risk and Valuation governance forum
• Help form a clearing house for emerging issues and requirements and manage them to resolution.
• Develop and maintain strong working relationships with partners in Technology, Market Risk and Credit Risk
• Help with strategic design and architecture conversations
• Data and Risk analysis

Desirable Skills:

• Strong understanding of the Fixed Income business
• Business analysis discipline: Digging deep beneath the surface to develop the real business requirement.
• Detailed understanding of Risk based regulations such as FRTB, CCAR and SACCR
• Strong communication & networking skills.
• Project leadership: bringing different teams together to execute on a plan towards a common goal.

Technical Skills:

• Intermediate / advanced Python skills required
• Intermediate / advanced statistics / ML skills required
• Theoretically pricing and modelling knowledge.
• KDB+ / Q experience suggested
• Java / JavaScript / Angular / experience nice to have

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.

Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.