FX Options Quant Strategist — Associate/VP

Morgan Stanley; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

Morgan Stanley is seeking a quantitative FX option strategist at Associate/VP level in Hong Kong. The role involves developing pricing models, supporting traders, and building tools for risk, data, hedging and scenarios across a global team with IT, structuring and sales collaboration.

The ideal candidate has MSc/PhD in a quantitative field, strong coding skills in Scala/C++, and excels in analytical thinking and communication with trading desks and other stakeholders.

Qualifications

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

Responsibilities

• Developing new pricing models and maintaining and improving existing models.
• Supporting traders with deal pricing, risk management and scenario, model, and PNL 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 thinking

Problem solving

Communication skills

Quantitative modelling

Scala/C++ coding

Education

MSc/PhD in mathematics, physics or quantitative field

Tools

Scala

C++

Job description

Morgan Stanley is seeking a quantitative FX option strategist at Associate/VP level in Hong Kong. The role involves developing pricing models, supporting traders, and building tools for risk, data, hedging and scenarios across a global team with IT, structuring and sales collaboration.

The ideal candidate has MSc/PhD in a quantitative field, strong coding skills in Scala/C++, and excels in analytical thinking and communication with trading desks and other stakeholders.