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EMEA Market Risk Portfolio Manager (3253047960)

Accounting 會計



GCSE/Scottish Standard Grades A-Level PhD 博士 Postgraduate or above 碩士或以上 Undergraduate or above 學士或以上 Intermediate apprenticeship 學徒

PSW Apprenticeship 學徒 華語工作 Contract 合同制 Full-Time 全職 Internship 實習 Part-Time 兼職


Charing Cross, London, United Kingdom

Job Number: 3215909 Posting Date : Jun 6, 2022 Primary Location : Europe, Middle East, Africa-United Kingdom-United Kingdom-London Education Level : Bachelor's Degree Job : Market Risk Employment Type : Full Time Job Level : Executive Director Description Division: Risk Management Role: Market Risk Manager - Portfolio Level: Executive Director Location: London 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 The role will reside within Firm Risk Management's Market Risk Department. The Market Risk Management Division (MRD) is responsible for the independent identification, analysis, reporting and escalation of all market risk exposures arising from EMEA business activities, acting independently of business management and providing an effective challenge process. The successful candidate will lead the EMEA Market Risk Portfolio function which provides cross asset legal entity risk coverage with teams in both London and Budapest. The role will also co-Head the Global Portfolio function, and participate in key global initiatives for the Firm. Primary Responsibilities Assessment of market risks, concentrations and top risks. Ownership of market risk methodologies, tools and involvement in system improvement working closely with quantitative analysts, IT and other groups within the Firm. Continuously review market risk frameworks to ensure appropriateness in light of new trades, business strategy, new product risk factors and market conditions. Analyse and explain risk and P&L drivers, and design any necessary tools to facilitate analysis. Contribute to the assessment of the suitability and performance of pricing, risk and capital models. Work with relevant groups to address material deficiencies. Present key risks and portfolio changes to senior management in a timely fashion. FRM is committed to creating and providing opportunities that enable our workforce to reflect diverse backgrounds and views. Qualifications Experience Degree, or equivalent, in a quantitative subject, mathematics or statistics Experience in risk management and/or quantitative field in a sell-side institution required. Understanding of key market risk concepts (e.g. traded products, VaR, IRC, FRTB, stress testing, risk/limit management) Confidence to take ideas forward and to challenge others, where appropriate, with experience in management by influence, facilitating and gaining consensus Ability to work independently in a self-directed way in a collaborative, team-oriented environment. Ability to effectively communicate with a wide range of stakeholders, both written and verbally An interest in working in a fast-paced environment, often balancing multiple high priority deliverables Strong attention to detail and ability to provide information in usable formats