Apply on Employer Site

Morgan Stanley · 18 hours ago

FID, FX Options Strat - VP

New York, NY

Full-time

Onsite

Senior Level

$150K/yr - $250K/yr

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. They are looking for VP level Quantitative Analysts to join the FX Options Modeling team to support the Firm’s FX Options trading desks.

Asset ManagementFinanceFinancial ServicesLending

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

Qualification

Quantitative analysisPricing modelsC++ programmingProbability theoryStatisticsAnalytical skillsProblem solvingInterpersonal skillsCommunication skillsAttention to detailSelf-motivated