Preparação para entrevistas na Morgan Stanley

Sobre a empresa

• Provides comprehensive financial services including investment banking, trading, wealth and asset management globally.
• Differentiates through advanced risk management frameworks with specialized 'Risk Stripes' for credit, market, model, liquidity, and operational risks.
• Positions as a leader in institutional securities and risk oversight, emphasizing quantitative analysis and regulatory compliance.
• Offers hands-on summer programs exposing analysts to real risk assessment projects and senior mentorship.

Concorrentes

• Goldman Sachs
• JPMorgan Chase
• Bank of America Merrill Lynch

Produtos

• Investment Banking
• Institutional Securities
• Wealth Management
• Investment Management
• Risk Management Services

Cultura

• Inclusive workplace committed to diversity and supporting all employees.
• Collaborative team environment with peer buddies, senior mentors, and teambuilding activities.
• Hands-on learning through on-the-job training, rotations, and presentations to management.

Valores

• Strong interest in risk management, financial products, markets, and regulation.
• Team player with positive attitude, strong work ethic, analytical skills, and adaptability.
• Minimum 3.0 GPA and relevant academic background (Bachelor's or Master's).

Prioridades estratégicas

• Enhancing risk frameworks through specialized Risk Stripes like Model Risk Management and Risk Analytics.
• Developing quantitative models for credit, market, and operational risk measurement.
• Delivering strategic initiatives via global Risk COO teams partnering across risk areas.
• Expanding exposure to US Banks, Wealth Management, and Investment Management risks.

Momento atual

Hiring for 2027 Firm Risk Management Summer Analyst Program - Quantitative Risk in New York, targeting Master's students graduating Dec 2027-May 2028.

Etapas do processo seletivo

1. Online Application and Resume Submission

   Candidates submit their resume through the Morgan Stanley careers website. Applications are reviewed on a rolling basis by ATS and human recruiters, with a deadline of May 15, 2026 at 11:55 PM EST. Typical duration: immediate submission with review in 1-3 weeks.

2. HireVue Digital Questionnaire

   Invited candidates complete a HireVue video interview with 3-5 pre-recorded questions, allowing 2-3 minutes preparation and 2-4 minutes response time per question; AI analyzes content, delivery, speech patterns, and body language. Must be completed by May 17, 2026 at 11:55 PM EST. Typical duration: 30-45 minutes, decisions in 1-2 weeks.

3. Phone Screen or Recruiter Interview

   Short 30-minute call with a recruiter focusing on resume review, behavioral questions, motivation for risk management, and basic qualifications like GPA and interest in quantitative risk. Advances about 30-40% of HireVue passers. Typical duration: 30 minutes, 1-2 weeks after HireVue.

4. Technical and Behavioral Interview

   30-45 minute virtual interview covering behavioral questions using STAR method, finance fundamentals, why Morgan Stanley and risk, and technical topics like coding, models, and quantitative risk concepts for the Quantitative Risk role. Prepares for common questions on risk management and markets. Typical duration: 30-45 minutes.

5. Super Day Final Round

   In-person or virtual Super Day with 4-6 consecutive 30-minute interviews with VPs to MDs, including quantitative case studies, risk scenarios, behavioral deep dives, and team fit for Model Risk or Risk Analytics stripes. Most intensive evaluation stage. Typical duration: full day, weeks 6-8 post-application.

6. Offer Decision

   Final evaluations lead to offer extensions or rejections, typically communicated within 1 week of Super Day. Successful candidates prepare for June program start with orientation. Typical duration: 3-7 days post-Super Day.