Market Risk Manager Equities

Contenu de l'offre Market Risk Manager Equities chez Morgan Stanley

Description

Division: Risk Management
Role: Market Risk Manager Equities
Level: Vice President
Location: Paris
Firm Risk Management
Firm Risk Management (FRM) supports Morgan Stanley to achieve its business goals by partnering with business units across the Firm to realize efficient risk-adjusted returns, acting as a strategic advisor to the Board and protecting the Firm from exposure to losses as a result of credit, market, liquidity, operational, model and other risks.
Background on the Position
The role will reside within Firm Risk Management's Market Risk Department. The Market Risk Management Division (MRD) is responsible for the independent identification, analysis, reporting and escalation of all market risk exposures arising from EMEA business activities, acting independently of business management and providing an effective challenge process.
Primary Responsibilities
> Assessment of market risks, concentrations and top risks for Equities.
> Desk-facing with live discussion and independent challenge of traders, trading management and strategists. Appropriate escalation of risks identified to senior risk managers.
> Real-time involvement in approval of complex & large Equity transactions. Performing deal analysis, including independently assessing overlooked risks, determining approval standards and writing concise decision support briefs. Ultimately providing formal approval / veto recommendations to senior risk managers.
> Understand Equity P&L drivers and construct any necessary tools to facilitate risk and P&L analysis.
> Development of risk methodologies, tools and involvement in system improvement working closely with traders, quantitative analysts, IT and other groups within the Firm.
> Contribute to the assessment of the suitability and performance of pricing, risk and capital models. Work with relevant groups to address material deficiencies.
> Create presentations articulating key risks and portfolio changes to senior management in a timely fashion.
> Engage in regulatory driven deliverables.
FRM is committed to creating and providing opportunities that enable our workforce to reflect diverse backgrounds and views.

Qualifications

Experience
- Bachelors degree, or equivalent, in a quantitative subject, mathematics or statistics
- Experience in equity risk management and/or quantitative field in a sell-side institution required. Exposure to other asset classes will also be looked at favorably
- 2+ years' experience in market risk, with demonstrable experience analyzing market risk portfolio metrics
- Ability to work independently in a self-directed way in a collaborative, team-oriented environment
- Ability to effectively communicate with a wide range of stakeholders, both written and verbally
- Confidence to take ideas forward and to challenge others, where appropriate, with experience in management by influence, facilitating and gaining consensus
- An interest in working in a fast-paced environment, often balancing multiple high priority deliverables
- Strong attention to detail and ability to provide information in usable formats