【モルガン・スタンレーMUFG証券】Model Risk Management - Electronic Trading
仕事内容
DESCRIPTION
Firm Risk Management
Firm Risk Management (FRM) supports Morgan Stanley to achieve its business goals by partnering with business units across the Firm to realize efficient risk-adjusted returns, acting as a strategic advisor to the Board and protecting the Firm from exposure to losses as a result of credit, market, liquidity, operational, model and other risks.
Background on the Position
This role will reside within Firm Risk Management's Model Risk Management team responsible for the Firm's management of risks related to the implementation and use of models, covering all aspects of the Firm's businesses and implementing key regulatory requirements. This position requires strong technical, leadership, and organizational skills.
Model Risk Management (MRM) professionals in New York, London, Budapest, Frankfurt, Mumbai and Tokyo work closely with business quantitative strategists, risk analytics, risk managers and financial controllers. The team works collaboratively with members of Model Risk Management across all model areas globally.
Primary Responsibilities
- Conduct independent review and validation of e-Trading and Machine Learning models.
- Conduct Model review activities according to the Model Risk Management policies and procedures, regulatory guidance and industry leading practices (incl. evaluating/challenging the conceptual soundness, assumptions and limitations, testing, on-going monitoring, and documentation).
- Communicate model validation outcomes to relevant stakeholders and evaluate model remediation actions.
- Participate in relevant internal forums and engage with model developers, owners as well as regulatory agencies as required.
応募資格(必須経験など)
QUALIFICATIONS
- Masters or Ph.D. degree (or equivalent) in a quantitative or technology subject.
- Strong prior experience of model risk management and/or quantitative modelling at a financial institution, particularly with knowledge of electronic trading.
- Machine learning knowledge, data science experience and understanding of market microstructure.
- Quantitative programming skills (e.g. Python/R).
- The ability to effectively communicate with a wide range of stakeholders, both written and verbally.
- Effectively collaborate with teams and stakeholders throughout FRM and the Firm.
- Strong attention to detail and ability to provide information in usable formats.
- An interest in working in a fast-paced environment, often balancing multiple high priority deliverables.