FX Options Strat - Fixed Income - Vice President
About The Position
Morgan Stanley is looking for VP level Quantitative Analysts to join the FX Options Modeling team to support the Firm’s FX Options trading desks. The Fixed Income Division is comprised of Interest Rate and Currency Products, Credit Products and Distribution. Professionals in the Division assess and actively manage risk, trade securities, and structure as well as execute innovative transactions in the fast-paced and constantly changing global markets. The Commodities Division is a market leader in energy, metals, and agricultural product trading worldwide whose professionals trade in both physical and derivative commodity risk.
Requirements
- MSc or PhD in a quantitative discipline
- Solid mathematical foundations, especially probability theory and statistics
- Strong analytical and problem solving skills
- Strong programming skills (experience with C++ or Scala is a plus)
- Excellent interpersonal and communication skills
- Self-motivated personality with high standards for quality of work, and attention to detail
Responsibilities
- Build, maintain, and extend the Firm’s pricing models for FX derivatives
- Provide analyses to the FX Options desks on models, pricing, risk and P&L calculations
- Liaise with IT to ensure a smooth functioning of the pricing & risk framework
- Liaise with the Firm’s control groups (Finance, Risk, Internal Audit) on model control topics
- Produce ad hoc deliverables and reporting material
Benefits
- Comprehensive employee benefits and perks
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
