About The Position

Morgan Stanley's Equities Derivatives division is looking for a strategist/quantitative analyst for its Derivative Strat team. Desk strategists are key participants, together with sales and trading, in the revenue-generating activities of our Sales & Trading Division. Desk strategists sit on the sales and trading desks, are the primary facilitators for new products, and partner with sales and trading to deliver innovative ideas in complex derivatives. Structured Derivative Platform Strats 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. WHAT YOU CAN EXPECT FROM MORGAN STANLEY: 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. To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser. 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. At Morgan Stanley, we advise, originate, trade, manage and distribute capital for people, governments and institutions, always with a standard of excellence and guided by our core values. Morgan Stanley is dedicated to providing first-class service to our clients, in a way that reflects our commitment to creating a more sustainable future and fostering stronger communities around the world. In each line of business, we strive to demonstrate our belief in the power of transformative thinking, innovative strategies and leading-edge solutions—and in the ability of capital to work for the benefit of all society.

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

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What This Job Offers

Job Type

Full-time

Career Level

Mid Level

Number of Employees

5,001-10,000 employees

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