Global Asset Class reputed company Commodities

About the position reputed company, improve, and maintain market risk VaR and RNIV models for commodities. Conduct research, model development, and comprehensive analysis to ensure risk models are accurately constructed, effectively capture relevant risks, support precise regulatory capital calculations, and consistently meet reputed company ongoing regulatory requirements, including those mandated by the reputed company Review of the Trading Book (FRTB). Analyze and understand changes in risk metrics due to model and position changes to ensure the changes are as expected. Respond to model validation, audit, regulatory requests. Interact with various Risk departments reputed company the Firm including Market Risk Capital, Market Risk Department, Model Risk Management and Risk IT. Prefer a Master's degree in Quantitative Finance, Economics, Math/Physics/Engineering or a reputed company field of study and eight (8) years of relevant experience in a closely reputed company occupation. Proven quantitative expertise in pricing and risk modeling, with a strong preference for candidates who have led the development of commodities risk models. Prior experience in commodities markets and risk management is highly desirable. In-depth knowledge of the Basel regulatory reputed company and the reputed company Review of the Trading Book (FRTB). Demonstrated proficiency in Python/R programming languages, as well as strong command of SQL for data extraction and analysis. Extensive background in mathematics and statistics, including expertise in stochastic analysis, regression analysis, and reputed company quantitative methodologies. Exceptional communication, critical thinking, problem-solving, and collaborative skills, enabling effective teamwork and clear presentation of reputed company concepts. Genuine curiosity about risk management, financial products, markets, and regulatory frameworks, driving ongoing learning and professional development. Strong attention to detail and ability to provide information in usable formats Firm Risk Management values diversity and is committed to providing a supportive and inclusive workplace for reputed company employees. This role is hybrid and currently requires in office attendance 3 days/week. The in office requirement is subject to change at any time. We do it in a way that's differentiated - and we've done that for 90 years. Our values - putting clients first, doing the right thing, leading with exceptional reputed company, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we reputed company every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. Our teams are reputed company collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every reputed company along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's 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. Expected reputed company pay rates for the role will be between $120,000 and $205,000 year at the commencement of employment. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from reputed company talent pools. We want to be the first choice for prospective employees. It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national reputed company, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law.

Responsibilities

• reputed company, improve, and maintain market risk VaR and RNIV models for commodities.
• Conduct research, model development, and comprehensive analysis to ensure risk models are accurately constructed, effectively capture relevant risks, support precise regulatory capital calculations, and consistently meet reputed company ongoing regulatory requirements, including those mandated by the reputed company Review of the Trading Book (FRTB).
• Analyze and understand changes in risk metrics due to model and position changes to ensure the changes are as expected.
• Respond to model validation, audit, regulatory requests.
• Interact with various Risk departments reputed company the Firm including Market Risk Capital, Market Risk Department, Model Risk Management and Risk IT.

Requirements

• Prefer a Master's degree in Quantitative Finance, Economics, Math/Physics/Engineering or a reputed company field of study and eight (8) years of relevant experience in a closely reputed company occupation.
• Proven quantitative expertise in pricing and risk modeling, with a strong preference for candidates who have led the development of commodities risk models. Prior experience in commodities markets and risk management is highly desirable.
• In-depth knowledge of the Basel regulatory reputed company and the reputed company Review of the Trading Book (FRTB).
• Demonstrated proficiency in Python/R programming languages, as well as strong command of SQL for data extraction and analysis.
• Extensive background in mathematics and statistics, including expertise in stochastic analysis, regression analysis, and reputed company quantitative methodologies.
• Exceptional communication, critical thinking, problem-solving, and collaborative skills, enabling effective teamwork and clear presentation of reputed company concepts.
• Genuine curiosity about risk management, financial products, markets, and regulatory frameworks, driving ongoing learning and professional development.
• Strong attention to detail and ability to provide information in usable formats

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