Fid, Fx Options Strat - Vp

Morgan Stanley UK

New York, United States
Base: $160,000 - $250,000 py; bonus/equity: not sp...
Fx options pricing models
Model control topics
Quantitative analysis
Morgan Stanley is looking for VP level Quantitative Analysts to join FX Options Modeling team to support the Firm’s FX Options trading desks

Job Summary

  • Morgan Stanley is looking for VP level Quantitative Analysts to join FX Options Modeling team to support the Firm’s FX Options trading desks.
  • Primary responsibilities include building, maintaining, and extending the Firm’s pricing models for FX derivatives and providing analyses to the FX Options desks on models, pricing, risk and P&L calculations.
  • The Firm is committed to maintaining a first-class service and high standard of excellence, offering an environment where employees are supported and empowered with ample opportunity to move about the business.

Matching Summary

Morgan Stanley is looking for VP level Quantitative Analysts to join FX Options Modeling team to support the Firm’s FX Options trading desks.

Salary

Base: $160,000 - $250,000 per year; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • FX Options pricing models
  • model control topics
  • quantitative analysis
  • probability theory
  • statistics
  • analytical and problem solving skills

Nice-to-have

  • high standards for quality
  • attention to detail
  • creative thinkers
  • relentless collaborators

Key Requirements

  • MSc or PhD in a quantitative discipline
  • Strong programming skills
  • experience with C++ or Scala is a plus
  • Excellent interpersonal and communication skills
  • Self-motivated personality

Work Rights

Not specified

Tailored Resume

Cover Letter