Fid, Front Office Derivatives Quant

Morgan Stanley UK

New York, United States
Base: $150,000 - $250,000; bonus/equity: discretio...
Derivative pricing models
Algorithmic trading strategies
Stochastic optimal control
This role is for a researcher who enjoys developing mathematical ideas into working production models

Job Summary

  • This role is for a researcher who enjoys developing mathematical ideas into working production models.
  • 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

This role is for a researcher who enjoys developing mathematical ideas into working production models.

Salary

Base: $150,000 - $250,000; Bonus/Equity: discretionary bonuses, other short and long-term incentive packages; Benefits: other Morgan Stanley sponsored benefit programs

Skills & Requirements

Must-have

  • derivative pricing models
  • algorithmic trading strategies
  • stochastic optimal control
  • production-quality research code
  • stochastic calculus

Nice-to-have

  • Good sense of Humor
  • mathematical ideas into production
  • challenge assumptions
  • curiosity and integrity

Key Requirements

  • Ph.D. in Mathematics, Operations Research, or related
  • Proficiency in Python
  • Must have US citizenship

Work Rights

Must have US citizenship

Tailored Resume

Cover Letter