Derivatives Quantitative Strategist - Institutional Equity - Associate / Vice President
Morgan Stanley•New York, NY
•Onsite
About The Position
Front Office Derivatives Strats working on product and pricing are responsible for implementing pricing algos and supporting the data pipelines for optimal price decisions. They also look after automation of structured derivative product flow, including automated booking, along with the respective tooling for sales and trading to improve the client top-tier facilitation. The team is looking for a candidate to continue the build of our cutting-edge exotic pricing platform.
Requirements
- Very strong programming skills in Python, with good knowledge of Java to be able to support some back-end infrastructure
- Good understanding of the basics of exotic pricing (not from a mathematical perspective, but in terms of input/output and structure)
- A degree in a quantitative subject such as Engineering, Applied Mathematics, Physics, Software Engineering
- Drive and desire to work in an intense team-oriented environment
- Ability to communicate effectively in both written and verbal English
Responsibilities
- Work on the development of a Java and Python platform for exotic pricing
- Help Implementing systematic pricing methodology for exotics products
- Automate of the Exotics product flow, automatize the auto-quoting of derivative products
- Create tools to assist decision making & increase efficiency in trading
- Ensure robust data pipelines and produce innovative methods in pricing our automated pricing algorithms
Benefits
- Comprehensive employee benefits and perks
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What This Job Offers
Job Type
Full-time
Career Level
Entry Level
