IED - Equity Derivatives Strat - Risk Modelling
About The Position
Morgan Stanley's Equities Derivatives division is looking for a strategist/quantitative analyst for its Derivative Strat risk modelling team. Risk strategists are key participants, together with traders, in the revenue-generating and risk management activities of our Sales & Trading Division. Risk strategists are the primary modellers for new products, and partner with traders to deliver innovative ideas using models to analyse risks and opportunities in trading books for complex derivatives. Risk strats are responsible for implementing and supporting the models used in all of equity trading. They also assist with data analytics to improve the risk management and hedging infrastructure.
Requirements
- An advanced degree in a quantitative subject such as Engineering, Applied Mathematics, Physics, Software Engineering is mandatory
- Very strong modelling skills, with knowledge of Exotic models a strong plus
- Very strong programming skills in an object-oriented language applied within the library of a front office team is mandatory
- Good knowledge of Probability, Numerical Analysis, Stochastic Calculus, Approximation theory, Partial Differential Equations, and an expertise in one of these subjects
- Drive and desire to work in an intense team-oriented environment
- Ability to communicate effectively in both written and verbal English
Responsibilities
- Deliver top-tier risk visibility across the inventory
- Build cutting edge tools for trading and risk managing equity derivatives products
- Conduct analysis of complex trades to challenge fair valuation and respective hedging strategies
- Analyse and manage the risk of the positions currently in the book
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
Number of Employees
5,001-10,000 employees
