FRM - Stress Testing & Risk Data Management, Vice President

Firm Risk Management (“FRM”)
FRM supports Morgan Stanley (the “Firm”) in achieving 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 financial risks, including credit, market, liquidity, and model risks.

Background on the Position

The role will reside within FRM’s Chief Operating Officer (“COO”) area, which is a team focused on Regulatory Risk and Governance, Climate Risk, Stress Testing, Risk Data Management, Risk Reporting, Operational Controls and Administration responsibilities. This is a regional role primarily responsible for supporting the COO in Stress Testing and Risk Data Management. This role may also be responsible for supporting other COO functions and ad-hoc projects. The COO team has dedicated resources and is based across multiple locations in Singapore, Hong Kong, China & Tokyo and collaborates with the various risk stripes across the FRM department in Asia and with Global teams.

Primary Responsibilities

• Liaising with regional risk and global teams on reviewing the Firm’s stress testing scenarios and ensuring adherence to the regional governance process.
• Work with risk reporting team on regional stress results reporting including reviewing and approving changes made to reporting template as well as consolidating portfolio analysis from regional risk team.
• Support regional stress testing projects including stress gap analysis, stress testing enhancements, capital planning and policy updates.
• Coordinate and review annual portfolio limits review.
• Ensure/review adherence to regional stress testing regulatory requirements.
• Driving risk data strategy and governance including global policy implementation.
• Support data working groups including meeting materials preparation.
• Providing support to legal entity / country risk officers in maintaining strong risk and control environment through policies and procedures and automation of reporting.
• Work with local risk teams and global teams on model, EUC and tool review.

Experience

• Bachelor’s Degree or equivalent with strong analytical and communication skills
• Sound knowledge in financial markets products across fixed income, equities, FX, and commodities
• Experience of 10+ years in Enterprise Risk Management, stress testing or data governance / strategy roles
• Strong influencing skills with a proven ability to interact at a high level effectively and professionally with Senior and Executive management.
• Must be able to work independently (as individual contributor) while providing leadership and collaboration within a fast paced, team environment.
• Creative and strategic thinking skills, including the ability to analyze business issues and identify key risks/mitigating controls, combined with a pragmatic approach to problem solving.
• Proficiency MS Excel, PowerPoint

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