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Division: Firm Risk Management
Role: Liquidity Risk Department
Level: Associate
Location: London

Firm Risk Management
Firm Risk Management (FRM) supports Morgan Stanley to achieve its business goals by partnering with business units across the Firm to realize efficient risk-adjusted returns, acting as a strategic advisor to the Board and protecting the Firm from exposure to losses as a result of credit, market, liquidity, operational, model and other risks.

Background on the Position
The role will reside within Firm Risk Management's Liquidity Risk Department (LRD). LRD is responsible for the oversight of the Firm's ability to survive adverse, idiosyncratic and market-related liquidity shocks. LRD's mandate includes liquidity risk assessment and identification, limit setting and enforcement, business strategy challenge, liquidity reserve model methodology oversight, and communication of liquidity risks to senior management and the Board.

About Morgan Stanley
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.
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. We 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

Primary Responsibilities

• Collaborate with other risk areas/departments to understand trade structures and funding flows
• Support the identification of identify key risks/concentrations and implementation of processes to actively monitor these risks
• Liaise with other teams to validate liquidity risk calculations
• Contribute to Board level, Regulator, Auditor and internal use reporting on a regular basis
• Liaise with Treasury, business personnel and risk managers to ensure the appropriateness of the representation of liquidity risks.

FRM is committed to creating and providing opportunities that enable our workforce to reflect diverse backgrounds and views.

Experience

• Bachelor's degree or an advanced degree in a quantitative discipline (preferred)
• Broad knowledge and practical experience of asset classes including secured funding, prime brokerage, equities, interest rates, foreign exchange and credit instruments
• Previous experience in a Liquidity, Funding or Risk management role in an investment bank, commercial bank or consulting firm
• Strong analytical skills
• The ability to effectively communicate with a wide range of stakeholders. Both written and verbally
• Strong attention to detail and ability to provide information in usable formats. Proficiency in Microsoft Office, including Excel, PowerPoint and Word
• Experience using SQL to create queries for extracting and analyzing data
• An interest in working in a fast-paced environment, often balancing multiple high priority deliverables
• Ability to work independently in a self-directed way in a collaborative, team-oriented environment
• Fluency in English is required, plus another European language would be an advantage

Flexible Work Statement
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.

Equal Opportunities Statement
Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize 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.