Exotic strats are responsible for implementing and supporting data and quant models used in exotic trading, as well as automation of the Exotics product flow
Job Summary
Exotic strats are responsible for implementing and supporting data and quant models used in exotic trading, as well as automation of the Exotics product flow.
Responsibilities include contributing to the development of the vanilla and structured products platform, building cutting-edge tools for trading and risk management, and implementing new stochastic processes.
Morgan Stanley offers a supportive and inclusive environment where individuals can maximize their full potential, with ample opportunity to move about the business for those who show passion and grit.
Matching Summary
Exotic strats are responsible for implementing and supporting data and quant models used in exotic trading, as well as automation of the Exotics product flow.
Skills & Requirements
Must-have
Java, C++, C# or Python programming
Quantitative analysis of exotic derivatives
Risk management and hedging infrastructure
Stochastic Calculus and PDEs
Nice-to-have
Team-oriented environment
Attention to detail and ownership
Drive and desire to learn
Key Requirements
Degree in quantitative discipline from Tier 1 institutes
Strong object-oriented programming skills
Knowledge of Exotic Derivative models
Experience with Option Greeks and derivative products