Macro Market Risk Manager, Vice President, Firm Risk Management

Morgan Stanley — Mumbai, India

We’re seeking someone to join our team as an Vice President in Market Risk Team. In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyse and monitor risks and lead key regulatory initiatives. Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and innovating to better serve our clients and our communities in more than 40 countries around the world. Department Profile: The Market Risk Department ( MRD) provides independent oversight of the Firm’s business activities, material market and idiosyncratic stresses; identifying, measuring , monitoring, advising, challenging, and controlling market risks generated by the Firm’s market-making and banking activities. Team Profile: The Mumbai Market Risk Department (MRD) team supports a broad range of activities including data management, stress ‑ testing scenario calibration, and independent oversight of market risks across traded products. The Risk Manager role is expected to lead the Asia Market Risk team supporting FID and Equity products. The role involves significant cross ‑ regional collaboration, particularly with teams in London, Hong Kong, Singapore, and Tokyo. What you’ll do in the role: Monitor market risk daily using key metrics including Value ‑ at ‑ Risk (VaR), Greeks, exposures, sensitivities, limits, and scenario analysis tools. Demonstrate strong knowledge of Rates, Structured, and FX products and associated risks. Act as a subject matter expert (SME) within the domain. Perform portfolio analysis using scenarios and estimation techniques; prepare risk summaries and present risk updates to senior management. Advise Data teams responsible for data management and reporting, including data analytics, KPIs, data quality enhancements, and control design and execution. Contribute to regulatory initiatives such as FRTB and ICAAP and represent Data during regulatory on ‑ site reviews. Participate in pro

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