FX Options Quantitative Strategist (Assoc/VP)

PowerToFly; Hong Kong; On-site; HKD 900,000 - 1,700,000; Full time

Benefits offered by this job

Employee benefits

Job summary

Morgan Stanley in Hong Kong is seeking an FX Option Quantitative Strategist at the Associate or Vice President level to join our Fixed Income team. You will help develop and maintain pricing models, support traders with deal pricing and risk analysis, and build tools for data, hedging, and scenario testing.

You will work with trading, sales, structuring, and IT, collaborating on model documentation and delivery with IT and risk groups.

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 (Scala and/or C++).
• Excellent analytical and problem-solving abilities.
• Good communication with trading desk, sales, structuring and IT.

Responsibilities

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

Skills

Analytical skills

Scala

C++

Communication

Quantitative modeling

Education

MSc/PhD in mathematics/physics or related

Tools

Pricing models

Job description

Morgan Stanley in Hong Kong is seeking an FX Option Quantitative Strategist at the Associate or Vice President level to join our Fixed Income team. You will help develop and maintain pricing models, support traders with deal pricing and risk analysis, and build tools for data, hedging, and scenario testing.

You will work with trading, sales, structuring, and IT, collaborating on model documentation and delivery with IT and risk groups.