Analyst – Credit Portfolio Analytics – Credit Risk

Job description

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 the Firm Risk Management's Credit Risk Management department. The team is dedicated to analyzing the portfolio risk with each lending business including calculating and conducting ACL (Allowance for Credit Losses) and stress loss analysis. Primary Responsibilities: The role will focus on analyzing the ACL (Allowance for Credit Losses) results, running ACL and stress testing models, and reporting results to management. - Evaluate and analyze ACL results under CECL and IFRS9 methodologies and regulatory stress tests (CCAR) - Create and deliver presentations to management audiences to aid in analysis and understanding of the ACL - Ensure proper implementation of Governance and Controls including updating documentation and project management of recurring and ad-hoc deliver...