Market Risk (Power and Gas) (Risk Management) : Job Level - Vice President
Core
Lead risk management coverage for Morgan Stanley's North America Power and Gas business, monitoring markets, analyzing complex trades, and challenging traders on risk exposure.
Role type
Vice President, desk-facing risk manager
Builds
Risk methodologies, tools, and stress tests for the NAPG business
Domain
Financial services, Commodities (Power and Gas)
Required skills
North America Power and Gas market expertise, VaR and stress testing, scenario analysis, capital management, Python, SQL, Excel, data analysis
Preferred skills
Experience in other commodities or asset classes, project management, mentoring junior staff
Technologies
Python, SQL, Excel, AI
Responsibilities
Monitor markets and measure impact on business, challenge traders and management on risks, construct tools for risk/P&L analysis, review limit frameworks, develop risk methodologies, participate in regulatory signoffs, communicate risks to senior management, assess pricing/risk models
Seniority
Vice President, hands-on IC with team leadership