Associate

Morgan Stanley Bank N.A. seeks an Associate in New York, New York

Work within the Corporate Lending Portfolio Analytics team within the Firm’s Credit Risk Management Department. Provide independent oversight and control of credit and market risks across corporate lending products. Set and enforce risk limits that are aligned with the Firm’s risk appetite. Monitor the financial markets and measure the impact on Firm’s portfolio. Engage with the front office to assess whether the business is taking risk consistent with the Firm’s strategy. Evaluate risks of new products and/or significant transactions. Utilize complex financial models to perform stress tests on the lending portfolio, covering corporate lending, secured lending, commercial real estate, and hedging instruments. Produce results and analysis to fulfill regulatory mandates such as CCAR and DFAST. Assess the suitability and performance of pricing and risk models. Work with the relevant groups to address material deficiencies. Construct tools to facilitate risk analysis, monitoring and reporting. Create and deliver presentations articulating key risks and portfolio changes to senior management in a timely fashion.

QUALIFICATIONS

Requirements:

Requires a Bachelor’s degree in Economics, Finance, Engineering, or a closely related field of study and four (4) years of experience in the position offered or four (4) years as a Consultant or related occupation. Requires four (4) years of experience in risk, consulting, or corporate strategy; Bloomberg; and Microsoft office suites. Requires one (1) year of experience with: VaR/S-VaR; simulation based stress testing methodologies; risk limit setting methodologies including RWDL; Leveraged loan, HY and related markets segments including CLO and BDC; leveraged lending legal documents and pricing terms including commitment letters; LCDComps data; credit risk methodologies including RWA and ACL; RiskVision; VvFront; Loan Management System (LMS); SQL; Python; R; VBA; and CreditOne.

Qualified Applicants:

To apply, visit us at http://www.morganstanley.com/about/careers/careersearch.html Scroll down and enter 3140474 as the “Job Number” and click “Search jobs.” No calls please.

For further information, and to apply, please visit our website via the “Apply” button below.