Morgan Stanley Market Risk Analytics - Director Profile Description Were seeking someone to join our team as (Director) in (Market Risk Analytics) division. Firm Risk Management In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyze and monitor risks and lead key regulatory initiatives. Company Profile Morgan Stanley is an industry leader in financial services, known for mobilizing capital to help governments, corporations, institutions, and individuals around the world achieve their financial goals. At Morgan Stanley India, we support the Firms global businesses, with critical presence across Institutional Securities, Wealth Management, and Investment management, as well as in the Firms infrastructure functions of Technology, Operations, Finance, Risk Management, Legal and Corporate & Enterprise Services. Morgan Stanley has been rooted in India since 1993, with campuses in both Mumbai and Bengaluru. We empower our multi-faceted and talented teams to advance their careers and make a global impact on the business. For those who show passion and grit in their work, theres ample opportunity to move across the businesses for those who show passion and grit in their work. Interested in joining a team thats eager to create, innovate and make an impact on the world? Read on What youll do in the role: Primary Responsibilities include : Analyzing and explaining stressed window changes and model performance indicators including VaR backtesting exceptions Preparation and execution of ongoing monitoring framework for all market risk capital models Conducting ad-hoc proactive analysis based on changing market conditions or portfolio, or at the request of senior management/regulators Understanding of various market risk model metrics; staying up to date with regulatory guidelines and model developments Collaborating with risk managers regarding model and monitoring performance reviews Automating recurring processes to introduce efficiency and robustness Present model performance at senior management committees; ensure timely regulatory submissions of high quality