Global Head of Credit Model Control – Vice President

Overview

In this role you will lead the Credit Model Control function within Morgan Stanley’s Valuation Control team, applying quantitative methods to assess complex trades across Credit, Securitized Products, Municipal Securities and Lending. You will collaborate with trading desks, front-office quants and the risk function to validate and improve valuation and risk models. You will own risk-based controls, build scalable processes, and mentor a high-performing team while aligning with Firm-wide standards. The role offers impact through model development, risk oversight and cross-functional partnership, in a global, hybrid environment.

Responsibilities

• Lead end-to-end processes and programs requiring complex decision making and subject matter expertise
• Ensure compliance with risk and regulatory standards; own risk and contingency plans for the business area
• Serve as culture carrier and uphold Firm values while managing the team
• Apply quantitative techniques and market insight to analyze novel or unconventional trades
• Collaborate with trading desks, front-office quants and risk to review valuation methodologies and model frameworks
• Review pricing and risk models using financial market knowledge and work closely with model developers
• Analyze pricing factors and understand market movements’ impact on portfolios and the firm
• Manage and develop the team, reviewing monthly deliverables and guiding professional growth
• Attract, develop and retain talent within Finance while fostering inclusivity and aligning goals with Firm-wide objectives

Key requirements

• Advanced understanding of Finance function, industry, and regulatory environment
• Strong technical skills in quantitative finance and modeling
• Proven ability to mentor and provide constructive feedback
• Experience in risk management and mitigating functional risks
• Strong academic background in finance or quantitative discipline (e.g., financial engineering, math, physics)
• Demonstrated experience in quantitative modelling of financial markets and products
• Proactive, adaptable, and excited by dynamic priorities
• Proven ability to build internal client relationships and communicate effectively
• Experience managing a team
• Minimum 8-12 years of relevant quantitative financial field experience

• leadership
• communication
• collaboration
• quantitative modelling
• risk management
• valuation methodologies

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