Morgan Stanley offers an internship in Model Risk Management where candidates will support quantitative teams in analyzing and validating financial models across various risk domains, requiring advanced quantitative skills and a strong academic background in mathematics, physics, finance, or economics.
Primary responsibilities include identifying and mitigating model risks across Market Risk, Credit Risk, Capital Planning, Stress Testing, AI Decision Support, Pricing, Asset Management, and Financial Fraud Detection models through quantitative analysis and technical documentation.
Required experience includes a Ph.D. or Post-Doctorate in Mathematics, Physics, Finance, or Economics, with excellent analytical skills, strong numerical capabilities, and knowledge of financial products and risk management principles. Candidates must demonstrate exceptional written and verbal English communication skills.
Morgan Stanley offers a dynamic, team-oriented environment where interns can work with talented peers, gain exposure to complex financial modeling, and contribute to critical risk management processes while being part of a global financial services firm committed to innovation, diversity, and professional growth.
