Senior Derivatives Strategy Leader

Morgan Stanley; Greater London; On-site; GBP 120,000 - 190,000; Full time

Benefits offered by this job

Flexible work arrangements

Global offices

Competitive compensation

Job summary

Morgan Stanley is a leading global financial services firm with a focus on equity derivatives risk and modelling. The Risk and Modelling team develops models to value and hedge exotic products, working closely with Sales and Trading.

The Flow Modelling Strats implement and support models across derivative trading, automate pricing platforms, and enhance risk management tooling. This role sits at the heart of a dynamic front-office team in London.

Qualifications

• An advanced degree in a quantitative field (Engineering, Applied Math, Physics, Software Engineering) is mandatory.
• Strong modelling skills with knowledge of equity derivatives models.
• Strong programming skills in an object-oriented language used in a front-office environment.
• Proficiency in Probability, Numerical Analysis, Stochastic Calculus, PDEs.
• Ability to communicate effectively in English and work in a team.

Responsibilities

• Develop diffusion models, PDE solvers and calibration processes.
• Carry out exotic product analysis and pricing.
• Roll models out to production.
• Research cutting edge techniques and apply them practically.

Skills

Quantitative modelling

Programming (OO)

Probability & Numerical Analysis

Education

Advanced degree in Engineering/Applied Mathematics/Physics/Software Engineering

Tools

Object-oriented programming

Job description

Morgan Stanley is a leading global financial services firm with a focus on equity derivatives risk and modelling. The Risk and Modelling team develops models to value and hedge exotic products, working closely with Sales and Trading.

The Flow Modelling Strats implement and support models across derivative trading, automate pricing platforms, and enhance risk management tooling. This role sits at the heart of a dynamic front-office team in London.