Asia Liquidity Risk, Vice President
Morgan Stanley’s Asia liquidity risk team independently assesses funding vulnerabilities across businesses and entities. The vice president challenges stress assumptions, risk indicators and decisions affecting liquidity.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Review liquidity exposures under normal and stressed conditions
- Challenge stress-test methods and funding assumptions
- Improve limits and risk indicators
- Present business and entity assessments to senior risk forums
What they ask for
Required
- Ten or more years in relevant risk disciplines
- Funding and balance-sheet concepts
- Financial-product knowledge
- Liquidity regulation and stress testing
- Advanced Excel and data analysis
- Senior-level communication
- Education
- No formal degree requirement is specified.
- Experience
- Minimum ten years in liquidity, treasury, market risk or related financial risk.
- Languages and tools
- Markets
- multi-asset
How to prepare
- Build a liquidity stress example with explicit funding assumptions
- Explain how a new product changes an entity’s liquidity needs
- Present a concise risk assessment with actionable limits
What to study
- Quantitative Risk Management
- Portfolio Theory and Quantitative Investment
- Financial Instruments, Markets and Conventions
The Treasury and ALM Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Morgan Stanley’s site before applying: requirements, location and pay can change after we check them.
View the posting on Morgan Stanley’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Morgan Stanley and doesn’t handle applications.