Senior Derivatives Strategy Lead

935 MS & Co Intl Plc - UK

Greater London

On-site

GBP 120,000 - 180,000

Full time

2 days ago

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Job summary

Morgan Stanley's Equities Derivatives Risk and Modelling team in London seeks a strategist/quantitative analyst to develop models for exotic derivatives and automate pricing workflows. You will work closely with Sales & Trading to deliver reliable risk analytics and scalable production code.

The role requires a strong mathematical background, expert programming skills, and the ability to communicate clearly in English within a fast-paced, collaborative environment.

Qualifications

Advanced degree in a quantitative subject is mandatory.
Very strong modelling skills with knowledge of equity derivatives models.
Very strong programming skills in an object-oriented language used in front-office libraries.
Good knowledge of Probability, Numerical Analysis, Stochastic Calculus, and related areas.
Drive to work in a intense, team-oriented environment.
Ability to communicate effectively in written and spoken English.
Corporate Derivatives experience is a plus but not essential.

Responsibilities

Develop diffusion models, PDE solvers, calibration processes and other quant models.
Carry out exotic product analysis and pricings.
Roll model improvements out to production.
Research cutting edge techniques and apply them practically.

Skills

Strong modelling skills

Strong programming skills

English communication

Team-oriented mindset

Quantitative problem-solving

Education

Advanced quantitative degree

Job description

The role requires a strong mathematical background, expert programming skills, and the ability to communicate clearly in English within a fast-paced, collaborative environment.

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