Financial Modeler, Vice President / Executive Director

Morgan Stanley New York , NY 10007

Posted 3 weeks ago

Morgan Stanley Wealth Management Strategists and Modeling group is seeking a VP/ED level financial modeler for our model development team. Desk Strategists (Strats) support revenue-generating activities and reside within our Wealth Management businesses, covering a wide range of financial products including bank deposits, mortgage lending, retail and margin lending, and investments. We have an opening for a qualified individual to join our fast paced work environment.

New team member will collaborate with the banking business on pricing strategies, new product offerings and risk analysis. Strats will be responsible for the creation of product risk and valuation models, as well as on-demand tools to better identify market opportunities.

Responsibilities include:

  • Determine requirements and create valuation and risk management models

that feed the Firm's books and records for the bank's holdings.

  • Monitor and analyze the effectiveness of current valuation and risk models,

and make enhancements as needed.

  • Develop and apply analytics using advanced mathematical, statistical,

quantitative, or econometric techniques.

  • Collaborate with portfolio managers to analyze and advise on managing the

risk of positions currently on the bank's balance sheet as well as future growth.

  • Ensure compliance with regulatory requirements such as CCAR.

  • Ph.D. degree in Statistics, Economics, Finance, Data Science, Mathematics,

Physics, Engineering or other quantitative/computational field.

  • Minimum five years of relevant experience building quantitative models.

  • Strong hands-on technology skills are a core requirement (e.g., C and Python

programming, and/or statistical packages such as SAS, and R).

  • Experience with handling large datasets and performing data analytics.

  • Effective communication & collaboration skills are required.

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