Title: Fixed Income Division - Counterparty Risk

Description: The Fixed Income division is comprised of interest rate and currency products, credit

products and distribution. Professionals in the division assess and actively manages risk, trade

securities, and structure as well as execute innovative transactions in the fast-paced and constantly

changing global markets. The Commodities division is a market leader across a broad range of

commodities markets, with expertise in areas including client risk management, financing solutions and

investor products Sales and Trading.

Skill sets:

• Engineering graduates / MBA (Finance) from reputed institutes.

• Familiarity with valuation of Fixed Income products (Rates, Bonds, Credit, Foreign Exchange,

Commodities) will be advantageous.

• Advanced knowledge of programming languages (Python, R, etc.).

• Experience of building models for trading/risk management would be advantageous.

• Proficiency in MS Office and related applications (Excel Pivots/Lookups/Functions,

PowerPoint).

• Willing and eager to learn and work with different teams and divisions of the Firm.

• Strong motivation - a self-starter with a positive outlook and desire to solve problems.

• Strong analytical skills with an ability to understand complex workflows.

• Strong verbal and written communication skills with ability to clearly articulate objectives,

requirements, risks and issues to senior management and other stakeholders.

• Ability to identify and escalate issues effectively and appropriately.

• Good organizational skills and high degree of attention to detail.

Traits expectation:

Expected learning:

• Perform Initial Margin calculations for all Fixed Income products, as well as Commodities and

Repos.

• Actively monitor stress loss calculations, investigate material changes, provide summary of the

same.

• Provide adequate risk analysis in response to market events, or in response to client related

developments.

• Analyze and provide commentaries on the daily risk reports and create monthly/periodic risk

summaries.

• Historical movement back-testing for key Foreign Exchange and Rates and Credit market

instruments.

• Comparison of different stress testing scenarios.

• Performing sensitivity analysis of key risk drivers for selected clients.

• Investigation of risk changes for key clients.

• Obtaining credit analytic information for publicly traded funds (e.g. UCITS).

• Assist in methodology and research related to stress testing risk models.

• Create and implement technical solutions for Business as Usual (BAU) streamlining.

• Identifying opportunities for process efficiencies and implementing corresponding solutions

within the team (local as well as regional).

Morgan Stanley FID - Counterparty Risk role

Station Overview