Commodities Market Risk Manager (Risk Management) : Job Level - Associate/Analyst
Morgan Stanley is a global financial services firm that provides a wide range of investment banking, securities, wealth management and investment management services. They are seeking a Commodities Market Risk Manager at the Associate/Analyst level, who will be responsible for managing market risks and providing oversight for the commodities division's trading activities. The role involves extensive interaction with trading teams and requires strong analytical skills to perform market risk analyses and stress testing.
Responsibilities
- Provide in-depth market risk analyses across various commodities desks/products and escalate key risks to senior management
- Manage market risks through review of portfolio risk sensitivities, Value-at-risk (VaR), stress scenario analysis and limit management
- Work closely with various Front Office teams, colleagues from the global FRM team, technology teams, to ensure that key risks are identified, measured, managed and produced on a timely and accurate basis
- Maintain constant dialogue with commodities trading desks and front office support groups regarding trading strategies, limit usage and risk representation of client transactions
Skills
- Strong quantitative and technical skills (e.g. SQL, R, Matlab, Python, Excel)
- Detail oriented with exceptional organizational skills, analytical thinking, and problem-solving abilities
- Strong familiarity with VaR calculations, stress testing and scenario analysis for complex and/or derivatives products
- Strong communication and presentation skills
- Proficiency in MS Office and related applications (PowerPoint, Excel, Word)
- FRM or ERP certifications are a plus
Benefits
- Commission earnings
- Incentive compensation
- Discretionary bonuses
- Other short and long-term incentive packages
- Other Morgan Stanley sponsored benefit programs
Company Overview