Liquidity Risk Analyst

  • Competitive
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Morgan Stanley
  • 23 May 18 2018-05-23

See job description for details

Company Profile

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.

Department Profile

The cornerstone of Morgan Stanley's risk management philosophy is the execution of risk-adjusted returns through prudent risk-taking that protects Morgan Stanley's capital base, liquidity and franchise. The EMEA Risk Management Division is responsible for the independent identification, analysis, reporting and escalation of all market, credit, operational and liquidity risk exposures arising from UK Group business activities, acting independently of business management and providing an effective challenge process.

As part of Global Liquidity Risk Department (LRD) function and EMEA Risk Management Division, EMEA LRD independently oversees liquidity risk arising from the business activities executed by UK Group and other legal entities impacting the UK Group.

Primary Responsibilities

Morgan Stanley is seeking a professional to join the EMEA LRD in London at the Analyst level. The role is for a liquidity risk manager covering intraday liquidity risk.

Core Responsibilities Include:
• Providing intraday liquidity risk oversight for various legal entities maintaining active dialogue with trading desks, Corporate Treasury, Operations, Risk Management colleagues, and other support groups regarding business activities generating intraday liquidity risk exposures, risk representation, as well as adherence to limits and Key Risk Indicators (KRIs).
• Collaborating with the EMEA LRD team in enhancing intraday liquidity risk stress testing as well as limit and KRI setting, maintenance, monitoring and reporting.
• Preparing presentations for senior management and various committees on key risk issues, requiring attention to detail
• Contributing to projects to investigate and improve the risk representation of the Firm’s liquidity risk, contingency funding plans, asset-liability management, and stress testing framework with the focus on intraday liquidity risk
• Participating on liquidity risk governance framework related projects with the focus on intraday liquidity risk oversight.


Skills required (essential)

• Excellent academic background, preferably an advanced degree in a quantitative discipline or equivalent.
• Quantitatively oriented
• Ability to work with large data sets and present them in a meaningful way
• Experience in funding/liquidity management or financial risk management (preferably with bank treasury and/or cash management experience) is an advantage
• Knowledge of intraday activities such as trade settlement, clearing agent activities, collateral posting, and overnight funding operations across time zones, currencies and jurisdictions is an advantage
• Knowledge of financial products across derivatives, interest rates, foreign exchange, equities and credit instruments is an advantage
• Knowledge of SQL is an advantage
• Proactive with the ability to work as both part of a close-knit team and independently
• Good communication skills for written, graphical and verbal presentation
• Solution/problem solving oriented

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. *LI-CL1