What are the responsibilities and job description for the Asset Liability Management (Risk Management) : Job Level - Analyst position at Morgan Stanley?
Firm Risk Management
Firm Risk Management (FRM) supports Morgan Stanley in achieving its business objectives by partnering with business units across the Firm to deliver efficient, risk adjusted returns. FRM acts as a strategic advisor to senior management and the Board and protects the Firm from exposure to losses arising from credit, market, liquidity, operational, model, and other risks.
Background on the Position
This role sits within Firm Risk Management, on the Asset Liability Management (ALM) Risk team, which is responsible for identifying, assessing, and monitoring interest rate risk in the banking book, and for establishing limits that articulate the Firm's risk appetite relative to its capital and earnings profile.
The successful candidate will join a high visibility team that works closely with Corporate Treasury, the Chief Investment Office (CIO), and senior risk management leadership. The role offers meaningful exposure to Firm wide balance sheet strategy, interest rate risk governance, and regulatory engagement.
This position is well suited for a highly analytical individual who is comfortable working directly with large datasets and risk metrics and who is eager to apply SQL and Python to real world balance sheet and risk management problems.
Primary Responsibilities
At Morgan Stanley, we raise, manage and allocate capital for our clients – helping them reach their goals. 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 ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point 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 base pay rates for the role will be between $75,000 and $95,000 year at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs
Morgan Stanley is an equal opportunity employer committed to building and maintaining a workforce that is diverse in experience and background. Our recruiting efforts reflect our strong commitment to a culture of inclusion, where individuals are hired, developed, and advanced based on their skills and talents.
Our workforce reflects a broad cross-section of the global communities in which we operate, bringing a variety of backgrounds, talents, perspectives, and experiences.
For more information, please visit: https://www.morganstanley.com/people-opportunities/eeo.
Firm Risk Management (FRM) supports Morgan Stanley in achieving its business objectives by partnering with business units across the Firm to deliver efficient, risk adjusted returns. FRM acts as a strategic advisor to senior management and the Board and protects the Firm from exposure to losses arising from credit, market, liquidity, operational, model, and other risks.
Background on the Position
This role sits within Firm Risk Management, on the Asset Liability Management (ALM) Risk team, which is responsible for identifying, assessing, and monitoring interest rate risk in the banking book, and for establishing limits that articulate the Firm's risk appetite relative to its capital and earnings profile.
The successful candidate will join a high visibility team that works closely with Corporate Treasury, the Chief Investment Office (CIO), and senior risk management leadership. The role offers meaningful exposure to Firm wide balance sheet strategy, interest rate risk governance, and regulatory engagement.
This position is well suited for a highly analytical individual who is comfortable working directly with large datasets and risk metrics and who is eager to apply SQL and Python to real world balance sheet and risk management problems.
Primary Responsibilities
- Identify, assess, and monitor key banking book interest rate risk metrics, including Net Interest Income (NII) and Economic Value of Equity (EVE) sensitivities
- Analyze banking book portfolios across deposits, debt issuance, derivatives, and investment securities to understand risk drivers and structural exposures
- Develop and maintain analytical tools and datasets using SQL and Python to support recurring risk monitoring, ad hoc analysis, and senior management reporting
- Partner with Corporate Treasury, CIO, and risk management colleagues on balance sheet strategy, risk representation, and limit setting
- Prepare and present concise, decision oriented materials for senior management, Risk Committees, and Regulators on a regular basis
- Liaise with Treasury, business stakeholders, and other risk teams to ensure the accuracy, consistency, and appropriateness of interest rate risk representation
- Contribute to the ongoing enhancement of ALM risk frameworks, processes, and controls, including automation and analytical deepening where appropriate - Bachelor's degree required; 1-2 years of relevant experience
- Prior exposure to Treasury, ALM, or balance sheet risk is strongly preferred
- Strong hands on proficiency in SQL and Python, with experience analyzing large, complex datasets and building repeatable analytical workflows
At Morgan Stanley, we raise, manage and allocate capital for our clients – helping them reach their goals. 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 ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point 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 base pay rates for the role will be between $75,000 and $95,000 year at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs
Morgan Stanley is an equal opportunity employer committed to building and maintaining a workforce that is diverse in experience and background. Our recruiting efforts reflect our strong commitment to a culture of inclusion, where individuals are hired, developed, and advanced based on their skills and talents.
Our workforce reflects a broad cross-section of the global communities in which we operate, bringing a variety of backgrounds, talents, perspectives, and experiences.
For more information, please visit: https://www.morganstanley.com/people-opportunities/eeo.
Salary : $75,000 - $95,000