Fid - Fxem Quant Strat

Morgan Stanley UK

London, United Kingdom
Quantitative modeling
Linear fx/ir products
Scala, c++, or kdb coding
Develop new models for linear products, including pricing, risk management, and flow PnL, while maintaining and improving existing models and analytics

Job Summary

  • Develop new models for linear products, including pricing, risk management, and flow PnL, while maintaining and improving existing models and analytics.
  • Support traders with trade pricing, risk management, and PnL investigation, and develop tools for pricing, risk management, and data-driven insights.
  • Collaborate with Technology teams to deliver and test models and create tools for trading desk applications, and work closely with controllers and model risk groups for documentation and approval.

Matching Summary

Develop new models for linear products, including pricing, risk management, and flow PnL, while maintaining and improving existing models and analytics.

Skills & Requirements

Must-have

  • Quantitative modeling
  • Linear FX/IR products
  • Scala, C++, or KDB coding
  • Risk management analytics
  • PnL investigation

Nice-to-have

  • Collaborative global teamwork
  • Independent work ethic
  • Strong technical communication

Key Requirements

  • MSc or PhD in mathematics, physics, or quantitative subject
  • Good understanding of Linear FX/IR products
  • Strong coding and developer skills
  • Excellent analytical and problem-solving skills

Work Rights

Not specified

Tailored Resume

Cover Letter