MSET QR Counterparty Risk Strats, Manager, Institutional Equity Division
On-site · Mumbai, Maharashtra, India
Job Summary
Role based in Mumbai within Morgan Stanley's Quantitative Research Counterparty Risk team. Primary responsibilities include calibrating and monitoring models, automating regular calibration and performance monitoring tasks, analyzing backtesting data to attribute P&L to risk factors and identifying data quality or modelling issues, supporting the development and prototyping of risk models and risk management techniques under senior guidance, contributing to the team’s suite of quantitative tools, analyzing historical data to identify trends within the hedge fund industry and producing reports for clients and senior management, and developing stress tests for regular reporting and for specific market events such as upcoming elections.
Required Qualifications
- Bachelor’s or higher degree in a quantitative discipline; professional qualifications such as CA, CFA, FRM, MMS, or MBA will also be considered
- 3–5 years of experience in the financial sector, with direct practical experience in financial markets
- Strong practical experience in data analysis, data handling, and mathematical modeling
- Proficiency in Python and SQL, with experience in automation and streamlining processes
- Strong written and verbal communication skills, with the ability to present concepts and solutions clearly to diverse audiences
- Understanding of market and counterparty risk methodologies, including stress testing, VaR, and related risk measures
Apply with one swipe on Sorce. We auto-fill applications and apply on your behalf — no cover letters, no 40-minute forms.
Hiring someone like this?
Get your role in front of qualified candidates on Sorce.