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Market Risk Capital

Job at Morgan Stanley in Greater London, WC2N

Market Risk Capital Job Number: 3196671Posting Date: Mar 7, 2022Primary Location: Europe, Middle East, Africa-United Kingdom-United Kingdom-LondonEducation Level: Bachelor's DegreeJob: Central FunctionsEmployment Type: Full TimeJob Level: Vice President DescriptionDivision: Risk Management Location: London Job Title: Market Risk Capital Job Level: Vice President Company Profile Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries. As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture. Department Profile The EMEA Risk Management Division is responsible for the independent identification, analysis, reporting and escalation of all market, credit and operational risk exposures arising from MSI Group business activities, acting independently of business management and providing an effective challenge process. As part of the Risk Division, the Capital function is responsible for computing, assessing, and managing modelled capital, as well as leading the Division?s contribution to enterprise-wide programs related to risk-based capital. Within the function, the Market Risk Capital team is responsible for a wide variety of capital-related projects and initiatives (e.g. ICAAP), and the market risk capital reporting process, including review and analysis of the composition of the portfolio as well as key drivers of movements. Primary Responsibilities The Capital function is seeking a Vice President for the Market Risk Capital team, based in London. The role holder will be responsible for the assessment, analysis and reporting of Advanced Market Risk and XVA Risk own funds capital calculation and will play a central role in delivering outcomes on a wide variety of strategic initiatives and regulatory developments, particularly Trading-activity Wind Down/Recovery and Resolution, Fundamental Review of the Trading Book, regulatory requests and self-assessments. Core responsibilities will include: Lead, participate and contribute to efficiencies and enhancements of Market Risk Capital ((VaR, Stressed VaR, Incremental Risk Charge, Comprehensive Risk Measure, Risks not in VaR) regulatory reporting, including daily, monthly and quarterly reporting (COREP and Pillar 3), while maintaining robust process and control. Critically review and evaluate the adequacy of the capital held for the Market Risk and XVA Risks for the Firm?s UK and European legal entities and communicate key risks to senior management on a regular basis. Lead, participate and contribute to the scoping, planning, delivery and embedding of large, complex regulatory projects (e.g. Trading-activity Wind Down) Conceptualise and develop end-to-end business requirements for strategic systems and risk/control process changes to meet evolving Market Risk and XVA Risk regulatory requirements Perform self-assessments of the Firm?s compliance with complex evolving Market Risk and XVA Risk prudential regulation, and contribute to the development of internal policies and procedures Perform, and participate in, regulatory and capital analysis of new products and proposals initiated by the business units and the Firm, and provide recommendations to the business units and Risk senior management Deliver clear, concise and precise responses to information requests from home and host regulatory authorities Ensure risk reporting is fit for purpose and develop any new reporting required. Work with and develop effective and constructive working relationships with a diverse set of stakeholders . Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing and advancing individuals based on their skills and talents. Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more. Given the continued spread of COVID-19 (coronavirus), all interviews will be conducted by phone or virtual connection to protect our candidates and employees. QualificationsSkills required Strong experience in related roles in a similarly complex Sales and Trading institution Master degree or equivalent and Quantitative/analytical background required Strong written and verbal communication, and interpersonal skills, with demonstrated experience in dealing with all levels of management and diverse academic and cultural backgrounds Expert understanding of Market Risk management fundamentals including products, trading strategies, booking models, risk data and metrics, risk and capital models/methodologies, and risk systems Strong understanding of current and evolving Basel regulatory Market Risk and XVA Risk capital calculations and methodologies Capability, experience and comfort in reviewing, interpreting and assessing the implications of complex (Basel) prudential regulation Excellent organisational and project management skills to meet challenging objectives and manage competing priorities Excellent Excel and Powerpoint skills, with databases and programming experience desirable

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in London, Greater London, England, WC2N
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