The Fixed Income Division is comprised of Interest Rate and Currency Products, Credit Products and Distribution. Professionals in the Division assess and actively manage risk, trade securities, and structure as well as execute innovative transactions in the fast-paced and constantly changing global markets. The Commodities Division is a market leader in energy, metals, and agricultural product trading worldwide whose professional's trade in both physical and derivative commodity risk.
Role DescriptionMorgan Stanley is looking for VP level Quantitative Analysts to join FX Options Modeling team to support the Firm's FX Options trading desks.
Primary responsibilities include:
- Build, maintain, and extend the Firm's pricing models for FX derivatives
- Provide analyses to the FX Options desks on models, pricing, risk and P&L calculations
- Liaise with IT to ensure a smooth functioning of the pricing & risk framework
- Liaise with the Firm's control groups (Finance, Risk, Internal Audit) on model control topics
- Produce ad hoc deliverables and reporting material
Qualifications- MSc or PhD in a quantitative discipline
- Solid mathematical foundations, especially probability theory and statistics
- Strong analytical and problem solving skills
- Strong programming skills (experience with C++ or Scala is a plus)
- Excellent interpersonal and communication skills
- Self-motivated personality with high standards for quality of work, and attention to detail
WHAT YOU CAN EXPECT FROM MORGAN STANLEY:At Morgan Stanley, we raise, manage and allocate capital for our clients - helping them reach their goals. We do it in a way that's differentiated - and we've done that for 90 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you'll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work.
To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser.
Expected base pay rates for the role will be between
$225,000 - $250,000 for
Vice President, at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.
