IED, Equity Derivatives Strat - AS/VP

Morgan Stanley; New York (NY); On-site; USD 150,000 - 200,000; Full time

Job summary

An established industry player is seeking a talented individual for a role in Equity Derivatives Strategy. This position involves conducting quantitative analysis and modeling for corporate derivative products, providing essential support for pricing and trading strategies. The ideal candidate will collaborate with trading and risk teams to enhance pricing solutions and conduct market research. With a commitment to excellence, the firm offers a supportive environment for professional growth, ensuring that employees have the resources to thrive in their careers. Join a dynamic team where your analytical skills will make a significant impact.

Qualifications

• Master's or Ph.D. in a quantitative discipline required.
• Proficiency in programming languages such as C++, Java, and Python.

Responsibilities

• Design quantitative models for pricing and risk hedging corporate derivatives.
• Develop pricing engine/applications in C++, Java, and Python.

Skills

C++

Java

Python

Quantitative Analysis

Risk Management

Education

Master's in Quantitative Finance

Ph.D. in Mathematics

Job description

Join to apply for the IED, Equity Derivatives Strat - AS/VP role at Morgan Stanley

Join to apply for the IED, Equity Derivatives Strat - AS/VP role at Morgan Stanley

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.

As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.

Job Description

This role is responsible for conducting quantitative analysis and modeling projects for corporate derivative products such as margin loan, accelerated stock repurchases, etc. The successful candidate will provide quantitative and analytical expertise to support product pricing, trading strategies and risk management within the corporate derivative trading domain.

Responsibilities

• Design quantitative models for pricing and risk hedging corporate derivatives in collaboration with institutional trading and risk teams.
• Develop pricing engine/applications in C++, Java, and Python library.
• Perform back-tests and help trading desk understand risk exposure and PnL attribution of corporate derivatives.
• Conduct comprehensive research to derive insight into market trends, pricing, and risk dynamics.
• Work collaboratively with trading, risk, and tech team to propose and enhance pricing/modeling solutions.
  
  

Qualifications

• Master's or Ph.D. in a quantitative discipline such as Quantitative Finance, Mathematics, or related fields.
• Proficiency in programming language (e.g., C++, Java and Python).
• Solid knowledge in applied mathematics, numerical methods, including in-depth knowledge of PDEs, Monte Carlo methods, and Equity derivatives modeling.
• Experience in quantitative finance or a related field (e.g. financial derivatives and pricing methodology) preferred.
• Self-motivated and detail oriented.
• Demonstrated ability to work independently and collaboratively, manage projects, and meet deadlines efficiently.
  
  

What You Can Expect From Morgan Stanley

We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There’s also ample opportunity to move about the business for those who show passion and grit in their work.

Expected base pay rates for the role will be between $150,000-200,000 for AS and 200,000 - $250,000 for VP at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.

Morgan Stanley's goal is to build and maintain a workforce that is diverse in experience and background but uniform in reflecting our standards of integrity and excellence. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from all talent pools. We want to be the first choice for prospective employees.

It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law.

Morgan Stanley is an equal opportunity employer committed to diversifying its workforce (M/F/Disability/Vet).

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance and Sales

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