Have you ever wondered how banks manage the many evolving risks they face? At Morgan Stanley, our Firm Risk Management Division identifies, measures, monitors, and controls risks. Some of those risks include, but are not limited to, regulatory risk and the risk of financial loss to the Firm and our clients. Through independent assessment of the effectiveness and consistency of risk management processes, we mitigate potential harm to the Firm and our clients.

Our risk departments, called "Risk Stripes", seek to uphold, and improve different components of our risk framework. We cater the program to each individual and place them in a specific Risk Stripe most well-suited to their abilities and interests.

OUR PROGRAM OFFERS:

• A 10-week Summer Analyst Program beginning in June
• A comprehensive hands-on introduction to Financial Services and Risk Management
• In-depth exposure to a specific Risk Stripe such as Credit Risk, Liquidity Risk, Market Risk, Risk COO, Wealth Management Risk, and Investment Management, Risk Data & Strategy, and Capital & Stress Testing.
• Opportunities to take on meaningful and challenging projects to assess risks and communicate findings
• Formal training covering product and industry knowledge, soft skills, and teambuilding activities as well as informal training like on-the-job learning and weekly educational forums with Senior Management in the division
• Each Summer Analyst will be matched up with a peer buddy and a senior leader mentor
• Diverse culture and commitment to providing and supporting an inclusive workplace for all employees

OUR RISK STRIPES:

• Credit Risk Management (CRM): CRM is responsible for mitigating the risk of loss arising from an obligor's inability to meet its financial obligations to the Firm. CRM independently assesses the creditworthiness of the Firm's counterparties and borrowers, including both institutional and high-net worth individuals, assigns internal credit ratings, and monitors and evaluates credit risk exposure on an ongoing basis.
• Liquidity Risk Department (LRD): LRD provides independent monitoring and oversight of liquidity risk arising from unexpected changes in the Firm's funding needs or an inability to raise funds to meet its financial obligations in a timely manner. LRD ensures that the size and composition of the Firm's liquidity resources are adequate in the amount and quality.
• Market Risk Department (MRD): MRD oversees the market risk arising from the Firm's trading and nontrading business activities, primarily through the Firm's Institutional Securities business. This includes identifying and defining market risks, establishing limits, and distributing comprehensive reports.
• Risk COO: Risk COO comprises several global teams that partner across risk areas to deliver strategic and regulatory-driven initiatives.
• Wealth Management, U.S. Banks (WM Risk): WM Risk partners across risk to support Wealth Management and U.S. Banks business by establishing and monitoring frameworks, managing regulatory risks, and delivering strategic initiatives.
• Investment Management, Risk Data & Strategy and Capital & Stress Testing: This group is responsible for a range of critical functions including identifying, assessing, and mitigating a variety of risks across the Firm's extensive investment offerings in Public and Private markets. This stripe is also responsible of stress testing and capital planning initiatives to ensure the organization can weather adverse market conditions. Lastly, the department works to enhance governance by effectively maintaining data standards, and monitoring Risk Data Domains.

QUALIFICATIONS

• Minimum cumulative GPA of 3.0
• Graduating with a Bachelor's degree between December 2025 and May 2026; open to all majors
• Strong interest in risk management, financial products, markets, and regulation
• Team player with a positive attitude and strong work ethic
• Ability to adapt in a fast-paced environment
• Strong communication skills (written and verbal)
• Highly organized and detail-oriented
• Proficient in MS Office (Excel, Word, PowerPoint, Outlook); advanced skills a plus

APPLICATION PROCESS & DEADLINE
Students must apply online at www.morganstanley.com/careers by August 9th to be considered.
Expected base pay rates for the role will be $37.26 hourly at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.
Morgan Stanley's goal is to build and maintain a workforce that is diverse in experience and background but uniform in reflecting our standards of integrity and excellence. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from all talent pools. We want to be the first choice for prospective employees.
It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law.

Morgan Stanley is an equal opportunity employer committed to diversifying its workforce (M/F/Disability/Vet).

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