MSET QR Counterparty Risk Strats, Manager, Institutional Equity Division

About the role

MSET QR Counterparty Risk Strats, Manager, Institutional Equity Division at Ms. This role, based in Mumbai, requires the individual to work with global Morgan Stanley Quantitative Research Counterparty Risk team.

What you'll do

• This role, based in Mumbai, requires the individual to work with global Morgan Stanley Quantitative Research Counterparty Risk team
• The expected working hours will be London hours
• Perform regular calibration and performance monitoring tasks on models and ensure timely delivery of high-quality analysis
• Help to automate regular calibration and performance monitoring tasks
• Analyze back testing data to attribute P&L to risk factors and identify data quality or modelling issues

What you need

• 3–5 yrs of experience
• Risk management
• Performance testing
• CFA
• Reporting
• Data analysis
• SQL
• Chartered Accountant or CFA or MBA

Good to have

• Prototyping
• Python