Xva Strats - Fixed Income - Vice President

Morgan Stanley

New York, US
Base: $225,000 - $250,000; bonus/equity: commissio...
Strong quantitative modelling skills
Experience in quantitative front-office role
Solid programming skills in c++ and python
The role involves developing and maintaining pricing and risk models for XVA across Rates, FX, Credit, and Commodities products

Job Summary

  • The role involves developing and maintaining pricing and risk models for XVA across Rates, FX, Credit, and Commodities products.
  • Candidates will work closely with traders, sales, and technology teams to provide quantitative insights and support new business initiatives.
  • Morgan Stanley offers a comprehensive compensation package including base pay between $225,000 and $250,000, along with incentive bonuses and extensive benefits.

Matching Summary

The role involves developing and maintaining pricing and risk models for XVA across Rates, FX, Credit, and Commodities products.

Salary

Base: $225,000 - $250,000; Bonus/Equity: Commission earnings, incentive compensation, discretionary bonuses; Benefits: Comprehensive employee benefits and perks

Skills & Requirements

Must-have

  • Strong quantitative modelling skills
  • Experience in quantitative front-office role
  • Solid programming skills in C++ and Python
  • Background in probability and derivatives pricing
  • Ability to translate analytics into trading solutions

Nice-to-have

  • Java or Scala programming experience
  • Good communication skills with trading desks
  • Collaborative team player mindset
  • Experience with model validation processes

Key Requirements

  • MSc or PhD in mathematics, physics, engineering, or similar field
  • Vice President level experience in quantitative roles
  • Not specified

Work Rights

Not specified

Tailored Resume

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