# Quantitative Analyst (macroeconomic scenario design) [Morgan Stanley](https://www.jorb.ai/firms/morgan-stanley.md) · New York · United States · [Risk & Compliance](https://www.jorb.ai/jobs/risk-compliance.md) Morgan Stanley is hiring a Quantitative Analyst (macroeconomic scenario design) in New York. Posted 2026-04-17; applications close 2026-06-16. **Apply**: https://ms.wd5.myworkdayjobs.com/External/job/New-York-New-York-United-States-of-America/Quantitative-Analyst--macroeconomic-scenario-design-_PT-JR034288 Posted 5d ago. ## Role details ## Company Profile Morgan Stanley is a leading global financial services firm offering investment banking, securities, investment management, and wealth management services. With a global workforce serving corporations, governments, and individuals, the Firm is driven by a culture of integrity, excellence, and collaboration. Morgan Stanley provides a supportive environment for professional growth, valuing diverse perspectives and promoting a balanced approach to work and personal life. ## Firm Risk Management Morgan Stanley's Firm Risk Management (FRM) Division identifies, measures, and manages risk to support the Firm's strategic objectives. FRM partners with business units across the Firm to promote effective risk-adjusted decision making, provide independent risk insights, and safeguard the Firm against potential losses across credit, market, liquidity, operational, model, and other risk types. ## Position Overview Morgan Stanley is seeking a Risk Quantitative Associate to join the Firm Risk Management's Risk Analytics Group. Risk Analytics develops quantitative models across market risk, wholesale credit risk, counterparty credit risk, and stress testing to help assess and manage the Firm's risk exposures. This role sits within the Scenario Analytics (SA) team in the Scenario and Credit Stress Analytics (SCSA) department. The SA team develops macroeconomic scenarios and forecasts used in firm-wide capital planning, budgeting, and loss assessment. The broader SCSA group builds advanced credit stress testing models that support key risk management and regulatory initiatives. ## Responsibilities - Develop quantitative models across market risk, wholesale credit risk, counterparty credit risk, and stress testing. - Build and refine macroeconomic scenarios and forecasts used for capital planning, budgeting, and loss assessment. - Contribute to the design and implementation of stress testing models to support risk management and regulatory initiatives. - Collaborate with cross-functional teams to apply econometric modeling, forecasting, and scenario design. - Communicate technical results and key drivers clearly to stakeholders. ## Qualifications - Bachelor's degree in a quantitative discipline (Economics, Finance, Mathematics, Statistics, Engineering, or Computer Science); Master's degree is a plus. - Proficiency in at least one analytics programming language (Python preferred); experience with R is a plus. - 0–5 years of relevant experience in quantitative analytics, risk, model development/validation, stress testing, or related analytical roles (internships welcome). - Strong quantitative and analytical skills with the ability to structure problems, validate results, and explain key drivers clearly. - Hands-on experience with Microsoft Office tools (Word, PowerPoint, Excel, Outlook, Teams) for documentation, analysis, and presentations. - Familiarity with statistical/econometric techniques (regression, time series analysis, forecasting); willingness to learn firm-specific frameworks and tools. ## Desired Qualifications - Familiarity with financial products and financial risk management. - Ability to manage multiple priorities in a deadline-driven environment with strong attention to detail and documentation discipline. - Strong written and verbal communication skills, including the ability to summarize technical work for non-technical stakeholders. - Collaborative, proactive, and motivated to learn in a team-oriented environment. - Familiarity with version control systems (Git). - Working knowledge of AI tools. ## Employment Details This role is hybrid and currently requires in-office attendance 3 days per week. The in-office requirement is subject to change at any time. ## What You Can Expect from Morgan Stanley At Morgan Stanley, we raise, manage, and allocate capital for our clients—helping them reach their goals. Our values—putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back—guide our decisions. We offer a supportive and empowering environment with opportunities to work alongside top professionals, cross-functional collaboration, and a comprehensive benefits program. There is ample opportunity to move within the firm for those who show passion and drive. To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser. ## Compensation Expected base pay range for the role is between $100,000 and $140,000 per year at commencement. Base pay is determined on an individualized basis and is part of the total compensation package, which may include commissions, incentive compensation, discretionary bonuses, and other Morgan Stanley-sponsored benefits. ## Equal Opportunity Morgan Stanley is an equal opportunity employer committed to building and maintaining a diverse workforce. Recruitment reflects a culture of inclusion where individuals are hired, developed, and advanced based on skills and talents. Our workforce reflects a broad cross-section of the global communities in which we operate. 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