Corporate Treasury Desk Strategist - Vice President

Morgan Stanley UK

New York, United States
Base: $165,000 - $225,000 py; bonus/equity: not sp...
Treasury related models
P&l, risk, nii, liquidity models
Hedge accounting, funds transfer pricing
We're seeking someone to join our Quantitative Strategist (Strats) team as a Vice President in Treasury to develop, maintain and operate Treasury related models

Job Summary

  • We're seeking someone to join our Quantitative Strategist (Strats) team as a Vice President in Treasury to develop, maintain and operate Treasury related models.
  • Developing and supporting P&L, Risk, Net Interest Income (NII), Liquidity models, hedge accounting, funds transfer pricing and Monitoring tools.
  • Morgan Stanley is an equal opportunity employer committed to diversifying its workforce (M/F/Disability/Vet).

Matching Summary

We're seeking someone to join our Quantitative Strategist (Strats) team as a Vice President in Treasury to develop, maintain and operate Treasury related models.

Salary

Base: $165,000 - $225,000 per year; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Treasury related models
  • P&L, Risk, NII, Liquidity models
  • hedge accounting, funds transfer pricing
  • programming in scala, KDB/Q, or C++
  • collaboration with Business, IT, and model control

Nice-to-have

  • role model and culture carrier
  • positive and constructive feedback
  • articulate risk and impact to various audiences

Key Requirements

  • At least 6 years' relevant experience
  • PhD/Masters degree in Statistics, Finance, Mathematics or Physics preferred

Work Rights

Not specified

Tailored Resume

Cover Letter