Vice President , Rating Analytics Jobs in New York City - 23631543

Job Description:

Vice President, Rating Analytics

Job Number 3137633

Primary Location Americas-United States of America-New York-New York

Job Risk Management

Employment Type Full Time

Job Level Vice President

Description

Morgan Stanley Services Group Inc seeks a Vice President, Rating Analytics in New York, New York

Interact and collaborate with financial professionals for financial risk management Understand financial data and apply knowledge to determine which models are appropriate for various products Utilize mathematical modeling, statistics, time series analysis, and data mining skills to develop various quantitative and/or qualitative models for the firm in order to manage and mitigate the potential financial risks Document the developed models that quantify various complex aspects of financial risks such as the default probability, loss given default, and exposure given default Enhance and maintain the developed models Provide trainings for financial professionals in order to ensure they understand the model outputs

Qualifications

Requirements

Requires a PhD in Applied Mathematics, Statistics, Financial Engineering, or related field of study and two (2) years of experience in the position offered or two (2) years of experience as an Associate or related occupation in financial services risk management Requires two (2) years of experience with financial products and sectors including securitization, residential mortgage, commercial real estate mortgage, insurance company, and high net worth individual lending products; financial regulation including regulations stipulated by the Federal Reserve Board, Office of the Comptroller of the Currency, Prudential Regulation Authority, and European Banking Authority; regulatory definition of credit default of wholesale and retail exposures, loss given default, and exposure at default; regulatory concepts including point-in-time and through-the-cycle measurements; developing quantitative models and using advanced mathematical/statistical approaches; extracting data using SQL and Excel; complex modeling dataset, identifying data deficiencies, detecting and handling data outliers, imputing missing data elements, and excluding undesired data elements; transforming and formatting datasets into the shape suitable for model estimation; and programming in R, Matlab, SAS, or Python Requires one (1) year of experience with developing qualitative models to differentiate credit risk and recovery of defaulted exposures; and planning, coordinating, executing, and tracking projects Will accept any amount of experience or graduate level coursework with statistics, time series analysis, and optimization; and data mining including clustering, classification, and outlier analysis

Qualified Applicants

To apply, visit us at http//wwwmorganstanleycom/about/careers/careersearchhtml Scroll down and enter 3137633 as the Job Number and click Search jobs No calls please EOE

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