IED - Equity Derivatives Strat - Risk Modelling jobs in United States
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E*TRADE from Morgan Stanley · 1 month ago

IED - Equity Derivatives Strat - Risk Modelling

Morgan Stanley's Equities Derivatives division is seeking a strategist/quantitative analyst for its Derivative Strat risk modelling team. The role involves implementing and supporting models used in equity trading, conducting data analytics, and collaborating with traders to analyze risks and opportunities in trading books for complex derivatives.

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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

Qualification

Quantitative analysisModelling skillsProgramming skillsExotic modelsProbabilityNumerical AnalysisStochastic CalculusPartial Differential EquationsWritten EnglishVerbal EnglishTeam-orientedEffective communication

Required

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

Benefits

Commission earnings
Incentive compensation
Discretionary bonuses
Other short and long-term incentive packages
Other Morgan Stanley sponsored benefit programs

Company

E*TRADE from Morgan Stanley

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E*TRADE from Morgan Stanley is a pioneer in the online brokerage industry.

Funding

Current Stage
Public Company
Total Funding
unknown
2020-02-20Acquired
1996-08-16IPO

Leadership Team

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Julia Miller
Executive Director, Creative Services
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