Risk Analytics

2020 Risk Analytics Off-Cycle Internship (London)

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Placement and duration

The Morgan Stanley Risk Analytics Off-Cycle Internship Program in London runs for 3 – 6 Months and is aimed at students who are required to complete a long-term internship as part of their studies. 

Risk Analytics Off-Cycle Interns are placed directly into teams with opportunities currently in Market Risk and Credit Risk.

Training program

Training includes on-the-job training and one-on-one sessions to familiarize you with the Firm's data resources and analytical tools. The curriculum covers market knowledge as well as technical training. 

Responsibilities

Market Risk Analytics
  •  Develop market risk models, directly influencing the firm’s internal and regulatory capital calculations and risk management frameworks
  •  Risk methodology development & enhancements across all asset classes 
  •  Model performance monitoring on our risk models and development of enhanced monitoring approaches
  • Apply advanced analytics skills to help the firm make strategic business decision
  • Credit Risk Analytics
  • Develop counterparty risk exposure models used for the management of the credit risk and capital reserves of Morgan Stanley's portfolio of complex derivatives and financial products
  • Develop/implement alternative pricing models to price exotic derivatives e.g. Least squares Monte-Carlo method with ridge regression and Initial margin prediction with kernel regressions
  • Model performance monitoring on our risk models and development of enhanced monitoring approaches

Qualifications/ Skills/ Requirements

  • Master’s or Ph.D. degree in a quantitative field such as Finance, Economics, Mathematical Finance,  Statistics, Econometrics, Mathematics, Physics, Engineering or Computer Science
  • A thorough knowledge of statistics and an internal drive to challenge and improve models with quantitative methods
  • Good programming skills
  • Clear thinking, good business sense and judgment
  • Strong interpersonal and communication skills

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Morgan Stanley London

In 1977, Morgan Stanley opened its European headquarters in London, where it now has over 5,000 staff. Morgan Stanley is one of the preeminent financial services firms in the UK, with longstanding client relationships and a leading role in many landmark transactions. Our professionals value individual intellect as much as teamwork. We offer nimble, innovative services and products tailored to our clients’ needs.

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APPLICATION PROCESS & DEADLINES

Candidates must apply online at www.morganstanley.com/campus and are encouraged to apply early as we recruit on an ongoing basis. Please note we may also have some additional Off-cycle positions available throughout the year, depending on business needs.

Applications for this program are now closed.

Learn more about Our Recruitment Process