Morgan Stanley Internship – Market Risk Manager

Job Description:

Morgan Stanley is seeking a highly motivated and team oriented Market Risk Manager, based in Paris, to join its Continental Europe Market Risk team that covers Equities, Rates, FX and Inflation. The Continental Europe Market Risk team consists of 8 people across Frankfurt, Budapest and Paris. We seek candidates with a strong desire to learn and the ability to work well at both the regional and global level.

Job Responsibilities:

• Organize and support Risk Committees (minutes, material preparation).
• Coordinate as necessary with other functional groups within and outside risk management.
• Monitor real-time and end-of-day risks through the review of VaR, portfolio Greeks, liquidity profiles, Front Office risk system outputs and limit monitoring amongst other things.
• Be involved in Counterparty and Operational Risk topics related to some local activities.
• Understand P&L drivers and build tools to facilitate Risk and P&L analysis.
• Answer specific regulatory data requests and contribute to Risk related regulatory reports (ECB, BaFIN, ACPR).
• Support projects involving their coverage area including but not limited to FRTB, VaR development and the creation of a variety of stress tests.
• Monitor and manage market risks on a variety of products and articulate risk decisions to the Front Office.
• Maintain Risk documentation (policies, procedures, process documents).

Job Requirements:

• Programming knowledge (e.g.: SQL, VBA, Python, R)
• Work experience in the financial services industry (particularly risk management, sales and trading or banking)
• Strong analytical, problem solving and organizational skills
• Awareness of regulatory constraints around market risk modelling in continental Europe (eg CRR, EGIM, BCBS 239, Basel III, FRTB)
• Bachelor’s or higher degree in a quantitative field such as finance, economics, mathematics, physics or engineering
• Excellent communication and interpersonal skills
• Ability to prioritize and manage multiple competing objectives
• French language skills are required
  FRM/CFA is a plus
• Experience using a variety of inputs such as scenario analysis, VaR, stress testing and risk measures/Greeks to perform comprehensive risk analyses

Job Details:

Company: Morgan Stanley

Vacancy Type: Full Time

Job Location: Paris, Ile-de-France, France

Application Deadline: N/A

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