FX Options Quantitative Strategist (Associate/VP)

Morgan-Stanley; Hong Kong; On-site; HKD 1,200,000 - 2,300,000; Full time

Benefits offered by this job

Competitive employee benefits

Job summary

Morgan Stanley in Hong Kong is seeking an FX Option Quantitative Strategist at Associate/VP level to join our Fixed Income team. You will help develop pricing models, support traders, and build tools for pricing, risk management and scenario analysis.

The role requires strong quantitative training (MSc/PhD), knowledge of FX options, and coding skills (Scala or C++). You will collaborate across trading, structuring, IT and risk to ensure robust models and documentation.

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.
• Good communication skills for interactions with trading desk, sales, structuring and IT.

Responsibilities

• Developing new pricing models and maintaining existing models.
• Supporting traders with deal pricing, risk management 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 applications.
• Working with model risk groups on documentation and approvals.

Skills

FX options

Pricing models

Analytical thinking

Communication

Education

MSc/PhD in mathematics/physics

Tools

Scala

C++

Job description

Morgan Stanley in Hong Kong is seeking an FX Option Quantitative Strategist at Associate/VP level to join our Fixed Income team. You will help develop pricing models, support traders, and build tools for pricing, risk management and scenario analysis.

The role requires strong quantitative training (MSc/PhD), knowledge of FX options, and coding skills (Scala or C++). You will collaborate across trading, structuring, IT and risk to ensure robust models and documentation.