Fid, Front Office Derivatives Quant

Morgan Stanley

New York, United States
Base: $150,000 - $200,000; bonus/equity: not speci...
Derivative pricing models
Algorithmic trading strategies
Production-quality research code
You will work on open-ended problems where the 'right' model is not known in advance

Job Summary

  • You will work on open-ended problems where the 'right' model is not known in advance.
  • Your work will have direct and visible impact on trading outcomes.
  • You’ll collaborate with other mathematically rigorous researchers in a setting that values curiosity and integrity.

Matching Summary

You will work on open-ended problems where the 'right' model is not known in advance.

Salary

Base: $150,000 - $200,000; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • derivative pricing models
  • algorithmic trading strategies
  • production-quality research code

Nice-to-have

  • strong foundation in stochastic calculus
  • background in stochastic control
  • good sense of humor

Key Requirements

  • Ph.D. in Mathematics or related field
  • proficiency in Python
  • experience with derivative modeling

Work Rights

Not specified

Tailored Resume

Cover Letter