IED - Equity Derivatives Strat - Risk Modelling

Morgan Stanley-posted 8 days ago

$175,000 - $250,000/Yr

Full-time • Mid Level

New York, NY

5,001-10,000 employees

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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.

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

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

We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years.
Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries.
At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered.
Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences.
We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry.
There’s also ample opportunity to move about the business for those who show passion and grit in their work.

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IED - Equity Derivatives Strat - Risk Modelling

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