Equity Derivatives Strat / Quantitative Analyst – Vice President

  • Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • Morgan Stanley
  • 11 Dec 17 2017-12-11

See job description for details

Company Profile

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.

Department Profile

Morgan Stanley's Equities Derivatives division is looking for a strategist/quantitative developer for its Equity Derivative Core Strat 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 using models to analyse risks and opportunities in trading books for complex derivatives.

Primary Responsibilities

• Build cutting edge components within the analytics library to improve the firm capabilities in trading and risk managing equity derivatives product
• Implement new valuation methods and equity derivative products
• Participate in the design of the analytics library and its integration within the firm IT systems.
• Improve the efficiency of the analytics library
• Create tools to improve the productivity of the global strat team


Skills required
• Very strong programming skills in C++. Strong programming skills in Java are a strong positive.
• Very strong skills in software design and architecture if possible applied within the analytics library of a front office team
• Several years’ experience working with C++ in a commercial environment.
• An advanced degree in a quantitative subject such as Engineering, Software Engineering Applied Mathematics, Physics,
• Good knowledge of Numerical Analysis and MonteCarlo simulation methods.
• Drive and desire to work in an intense team-oriented environment.
• Ability to communicate effectively in both written and verbal English.

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing and advancing individuals based on their skills and talents*LI-JD2