FX Options Quant Strategist – Associate/VP

Morgan Stanley Asia Limited; Hong Kong; On-site; HKD 1,800,000 - 3,000,000; Full time

Job summary

Morgan Stanley Asia Limited in Hong Kong is seeking an FX Option Quantitative Strategist at Associate or Vice President level. You will develop pricing models, support traders with deal pricing and risk management, and build tools for data, hedging, and scenario analysis.

You will collaborate with IT and control groups to ensure model documentation and robust implementation, leveraging strong analytical skills and advanced degrees in quantitative fields.

Qualifications

• MSc or PhD in mathematics, physics, or a similar quantitative subject.
• FX Option product, market, and pricing model knowledge.
• Excellent analytical and problem-solving skills.
• Strong coding and developer skills (Scala and/or C++).
• Good communication skills for interactions with the trading desk, sales, structuring, and IT on technical issues.

Responsibilities

• Developing new pricing models and maintaining and improving existing models.
• Supporting traders with deal pricing, risk management and scenario, model, and P&L investigation.
• Developing tools for pricing and risk-management and for data, hedging, trade, risk, and scenario analysis.
• Working with IT on delivery and testing of models and tools in trading desk applications.
• Working with controllers and the model risk groups on model documentation and approval.

Skills

Analytical skills

Problem-solving

Strong coding skills

Scala

C++

Communication skills

Education

MSc or PhD in mathematics, physics, or a similar quantitative subject

Tools

Scala

C++

Job description

Morgan Stanley Asia Limited in Hong Kong is seeking an FX Option Quantitative Strategist at Associate or Vice President level. You will develop pricing models, support traders with deal pricing and risk management, and build tools for data, hedging, and scenario analysis.

You will collaborate with IT and control groups to ensure model documentation and robust implementation, leveraging strong analytical skills and advanced degrees in quantitative fields.