Location: Chicago, IL Duration: 12-month contract+
Job Description:
The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives.
Daily responsibilities include code release testing, historical data validation, margin and stress testing model validation, and portfolio back-testing. The candidate must have the ability to efficiently, effectively conduct research, analyze problems, formulate and implement solutions, and produce high quality results on time
Job Qualifications:
Master’s in computer science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.
Superb quantitative and analytical background.
Excellent programming, communication, and documentation skills.
Knowledge of financial markets.
Work experience or education in advanced quantitative risk modeling and knowledge of statistical models in risk management preferred.
Work experience or education in advanced derivatives modeling and knowledge of volatility models preferred.
Work experience or education in curve construction and data validation preferred
Morgan Stanley Investment Management (“MSIM”) is a global investment manager with over 40 years of historydelivering innovative investment solutions across public and private markets worldwide. We have $1.5Tn of AUMwith professionals located across 21 countries, with a proven long‐ term track record of success. Our investmentteams bring significant expertise in structuring complex financial transactions and commitment to partnering withworld‐ class management teams. Morgan Stanley’s extensive business relationships and global network ofresources afford our private equity and credit teams as well as our portfolio companies’ unparalleled access toleading corporations, executive talent, as well as competitive deal sourcing advantages.
Provides support and product expertise for the financial planning business development, sales and service delivered by private wealth advisors and relationship managers. Services relationships in the assigned portfolio to ensure an exceptional client experience. Introduces services to clients to enhance the overall experience.