Model Risk Traded Market Risk, Director, Firm Risk Management

Morgan Stanley — Mumbai, India

We’re seeking someone to join our team as an Director in Model Risk Management 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. What you’ll do in the role: Provide independent review and validation compliant with MRM policies and procedures, regulatory guidance and industry leading practices, including evaluating conceptual soundness, quality of model methodology, model limitations, data quality, and on-going monitoring of model performance Take initiatives and responsibility of end-to-end delivery of a stream of Model Validation and related Risk Management deliverables Write Model Review findings in validation documents that could be used for presentations both internally (model and tool developers, business unit managers, Audit, various global Committees) as well as externally (Regulators) Verbally communicate results and debate issues, challenges and methodologies with internal audiences including senior management Represent MRM team in interactions with regulatory and audit agencies as and when required Follow financial markets & business trends on a frequent basis to enhance the quality of Model and Tool Validation and related Risk Management deliverables. Qualifications What you’ll bring to the role: Masters or Doctorate degree in a quantitative discipline such as Statistics, Mathematics, Physics, Computer Science or Engineering is essential Experience in a Quant role in validation of Models, in developments of Models or in a technical role in Financial institutions e.g. Developer, is essential Strong written & verbal communication skills including debating different viewpoints and making formal presentations of complex to

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