Corporate Treasury - Risk
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.
The Finance Division reports to the Chief Financial Officer and consists of some 3,000 employees worldwide. Finance protects the Morgan Stanley franchise by serving as guardian of the Firm's books and records, and by contributing to firmwide risk management and risk reduction. This division maintains relationships with Morgan Stanley's various industry and government regulators, and also serves as the conduit of financial information to the outside investment community. Finance plays a critical role as advisor to Morgan Stanley's various businesses and its senior management team.
Morgan Stanley is seeking to hire a professional with strong analytical skills and previous finance experience to add to its Corporate Treasury Risk team. The Treasury Risk team manages and monitors foreign exchange and interest rate exposures arising from funding, investment and enterprise wide activities. The candidate will support foreign exchange revaluation, translation and funding risk management processes. Further, the role will support the management of interest rate risk in the banking book (IRRBB). The candidate should have fixed income, interest rates, and derivatives product knowledge and be familiar with asset/liability management concepts. Experience running/maintaining an ALM model (QRM, Bancware, etc.) is desirable.
-Measure, monitor and manage the Firm's interest rate risk in the banking book
-Asset/liability risk model development, technology and infrastructure projects
-Attribute net interest income (NII) sensitivity (e.g. balance sheet position changes, market
-Develop and articulate strategic hedging programs to manage company financial resources
and recommend changes to risk profile and improve controls
-Support interest rate and basis risk exposure management
-Financial modelling, stress testing and scenario analysis
-Produce presentation material for senior management briefings
-Undergraduate degree in finance, engineering, or sciences. Graduate degree or CFA a plus.
-Experience in treasury, investment banking, or capital markets
-Strong organizational skills, able to manage large data sets and multiple projects
-Ability to communicate clearly in written, graphical and verbal presentations
-Familiarity with financial accounting and regulatory standards
-Strong quantitative and critical thinking skills
-Proficient in PowerPoint, Excel, Word, and relational databases* #LI-EC1
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.