Equity Derivatives – Desk Strategist / Quantitative Analyst – Vice President
Morgan Stanley's Equities division is looking for a desk strategist for its Equity Derivative Strategist team. Desk strategists are key participants, together with traders and sales people, in the revenue-generating activities of our Sales & Trading Division. Desk strategists sit on the trading desk, are the primary modellers for new products, and team with the traders to deliver innovative ideas, analyse risks and trading opportunities.
- Build, maintain and enhance our HK warrants/CBBC market marking platform, with a focus on automation.
- Work closely with traders to analyse large data sets and tick data to assist decision making.
- Relevant experience in developing low latency option market marking and trading systems in HK
- Master degree or PhD in a quantitative subject such as Mathematics, Physics or Computer Science.
- Strong programming skills (Java or C++) applied within the library of a front office team.
- Database knowledge (KDB) a plus, as well as practical knowledge of standard statistics/machine learning techniques.
- Drive and desire to work in an intense team-oriented environment.
- Ability to communicate effectively in both written and verbal English.