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**Macro Market Risk Manager, Vice President in Firm Risk Management** Leading the Asia Market Risk team, this VP role oversees FID and Equity products, collaborating cross-functionally with global teams. Core responsibilities include: - Daily market risk monitoring using VaR, Greeks, exposures, and scenario analysis tools. - Expertise in Rates, Structured, and FX products, with a strong control mindset and high attention to detail. - Portfolio analysis, risk summaries, updates, and regulatory initiative contributions like FRTB and ICAAP. Preferred qualifications include a Bachelor's degree in Engineering or Finance, CFA or FRM certification, and 9+ years of market risk experience. Proficiency in Python, Excel, and database queries is also desirable. Morgan Stanley offers a dynamic, inclusive work environment with comprehensive benefits and global office opportunities.
- Compensation
- Not specified
- City
- Hong Kong, Singapore, Tokyo
- Country
- India
Currency: Not specified
Full Job Description
Were seeking someone to join our team as an Vice President in Market Risk Team.
In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyse and monitor risks and lead key regulatory initiatives.
Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and innovating to better serve our clients and our communities in more than 40 countries around the world.
Department Profile:
The Market Risk Department (MRD) provides independent oversight of the Firms business activities, material market and idiosyncratic stresses; identifying, measuring, monitoring, advising, challenging, and controlling market risks generated by the Firms market-making and banking activities.
Team Profile:
The Mumbai Market Risk Department (MRD) team supports a broad range of activities including data management, stresstesting scenario calibration, and independent oversight of market risks across traded products.
The Risk Manager role is expected to lead the Asia Market Risk team supporting FID and Equity products. The role involves significant crossregional collaboration, particularly with teams in London, Hong Kong, Singapore, and Tokyo.
What youll do in the role:
Monitor market risk daily using key metrics including ValueatRisk (VaR), Greeks, exposures, sensitivities, limits, and scenario analysis tools.
Demonstrate strong knowledge of Rates, Structured, and FX products and associated risks.
Act as a subject matter expert (SME) within the domain.
Perform portfolio analysis using scenarios and estimation techniques; prepare risk summaries and present risk updates to senior management.
Advise Data teams responsible for data management and reporting, including data analytics, KPIs, data quality enhancements, and control design and execution.
Contribute to regulatory initiatives such as FRTB and ICAAP and represent Data during regulatory onsite reviews.
Participate in projects aimed at improving the efficiency and robustness of the market risk data infrastructure.
Maintain active engagement with Risk Management, Finance, Audit, and Technology teams.
Stay abreast of market developments, emerging risks, and macroeconomic themes.
Clearly communicate business requirements to Technology and other subject matter experts.
Experience with Indian markets and familiarity with RBI regulations is preferred.
Experience of using different AI tools and prompt engineering is preferred.
What youll bring to the role:
Strong understanding of Market Risk concepts and financial products.
Indepth knowledge of risk exposures (Greeks) and reference data.
Strong control mindset with high attention to detail.
Excellent interpersonal, communication, presentation, and negotiation skills.
Strong analytical and organizational skills with the ability to multitask and prioritize.
Proficiency in technology tools, including database queries, Excel, and Python.
Proven mentoring, coaching, and people management capabilities.
Qualifications/Criterion:
Bachelors degree required; Engineering or Finance background preferred.
CFA or FRM certification is a plus.
9+ years of Market Risk experience with demonstrated proficiency in risk management.
Proven experience managing a smallsized team.
WHAT YOU CAN EXPECT FROM MORGAN STANLEY:
At Morgan Stanley, we raise, manage and allocate capital for our clients helping them reach their goals. We do it in a way thats differentiated and weve done that for 90 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - arent just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, youll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. Theres also ample opportunity to move about the business for those who show passion and grit in their work.
To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser.
Morgan Stanley is an equal opportunity employer committed to building and maintaining a workforce that is diverse in experience and background. Our recruiting efforts reflect our strong commitment to a culture of inclusion, where individuals are hired, developed, and advanced based on their skills and talents.
Our workforce reflects a broad cross-section of the global communities in which we operate, bringing a variety of backgrounds, talents, perspectives, and experiences.
For more information, please visit: https://www.morganstanley.com/people-opportunities/eeo.
