FID, FX Options Strat - VP
About The Position
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries. As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture. 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 professional’s trade in both physical and derivative commodity risk. Role Description Morgan Stanley is looking for VP level Quantitative Analysts to join FX Options Modeling team to support the Firm’s FX Options trading desks.
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
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
Education Level
Ph.D. or professional degree
Number of Employees
5,001-10,000 employees
