Xva Strats - Fixed Income - Vice President

Morgan Stanley

New York, US
Base: $225,000 - $250,000; bonus/equity: not speci...
Quantitative modelling skills
Derivatives pricing
C++ programming
Develop and maintain pricing and risk models for XVA across Rates, FX, Credit, and Commodities products

Job Summary

  • Develop and maintain pricing and risk models for XVA across Rates, FX, Credit, and Commodities products.
  • Support daily trading and risk management activities including pricing, hedging, and PnL analysis.
  • Work closely with traders and sales to provide quantitative insights and support new business.

Matching Summary

Develop and maintain pricing and risk models for XVA across Rates, FX, Credit, and Commodities products.

Salary

Base: $225,000 - $250,000; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Quantitative modelling skills
  • Derivatives pricing
  • C++ programming
  • Python programming
  • Probability and statistics
  • Front-office role experience

Nice-to-have

  • Java/Scala programming
  • Translating analytics to solutions
  • Collaborative work environment

Key Requirements

  • MSc or PhD in mathematics, physics, engineering, or similar
  • Strong quantitative/front-office experience

Work Rights

Not specified

Tailored Resume

Cover Letter