Interest Rate Risk Manager
Morgan Stanley - Purchase, NY

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Morgan Stanley is a global financial services leader with three core businesses - Institutional Securities, Asset Management, and Global Wealth Management. Global Wealth Management is offered by the Morgan Stanley Wealth Management (MSWM) franchise, which has one of the world’s largest network of Financial Advisors. Morgan Stanley is pleased to announce that we are expanding our suite of world-class banking and lending products exclusively for Financial Advisors and their clients. In addition to our comprehensive financial services, which include brokerage, investment advisor, financial and wealth planning, annuities, insurance and retirement, Morgan Stanley will develop and enhance their lending, trust and cash management capabilities. We believe that now is the perfect time to build and support a new venture along with our Global Wealth Management partners. By combining our lending financial services business with private banking products built specifically to service the needs of Financial Advisors and their clients, we can tailor banking and lending solutions to client needs.

Morgan Stanley is seeking a Interest Rate Risk Manager to join our Private Banking Group team. The interest rate risk manager will be reporting to senior portfolio risk manager, and assist in working with overall Private Banking origination platform to analyze, monitor, and report portfolio origination, and working with senior portfolio risk manager to establish and execute a portfolio management and hedge strategy. The associate interest rate risk manager will also be responsible for daily risk monitoring, producing reporting and presentation package for asset and liability and interest rate risk management strategies and activities, and analyzing interest rate risk of assets and deposits, and ensuring that all bank reporting and risk monitoring requirements are met. The associate interest rate risk manager will also assist in working with the trading desks on hedging interest rate risk for fixed rate mortgages, fixed rate securities based lending, bank sweep deposits, and will work with Treasury on deposit pricing and cost of funds analysis.

Job Description/Position Responsibilities
• Produce daily interest rate risk, and hedge reports
• Assist in developing and implementing client rate model , and economic capital framework
• Assist in hedging portfolio including but not limited to mortgage, securities based lending, and deposits.
• Perform analyses using the Firm’s fixed income tools, and models
• Assist in producing regulatory reporting in conjunction with finance
• Establish a process to monitor and report product mix and loans originated to be sure pricing seems appropriate
• Work closely with Firm modeling team on requirements and enhancements for properly modeling Private Banking Products
• Work with Firm Risk Management to be sure that all risk reporting and management requirements are met
• Work with Controllers/Value Review and bank credit risk on mark-to-market and held-to-maturity positions
• Assist with analyses and trades to hedge portfolios
• Assist with production of presentations , policy, and procedure correspondence
Skills Required
• Quicker learner of new fixed income analytical tools
• Strong Analytical and mathematical skills
• Strong writing and presentation skills
• Proficient with Excel Macro, Intex dealmaker, Bloomberg, Thomson Reuters and other fixed income market pricing and valuation tools

Morgan Stanley - 19 months ago - save job - block
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One of the world's top investment banks, Morgan Stanley serves up a smorgasbord of financial services. The company operates...