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Morgan Stanley · 4 days ago

IED - Equity Derivatives Strat - Risk Modelling

New York, NY

Full-time

Onsite

Mid, Senior Level

$175K/yr - $250K/yr

Morgan Stanley is a leading global financial services firm, and they are seeking a strategist/quantitative analyst for their Derivative Strat risk modelling team. The role involves implementing and supporting models for equity trading, conducting data analytics, and delivering innovative ideas to analyze risks and opportunities in trading books for complex derivatives.

Asset ManagementFinanceFinancial ServicesLending

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 analysisRisk modellingProgramming skillsExotic modelsProbability knowledgeNumerical analysisStochastic calculusPartial differential equationsTeam-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