BRM Desk Strategist

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Morgan Stanley USA
  • 16 Oct 18

BRM Desk Strategist

Morgan Stanley is a leading global 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 leading, 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.

Qualifications:

This position is part of the Desk Strategist organization supporting the Counterparty Management business globally. The position will be based in New York.
Duties include:
- Supporting the desk's daily trading and risk management activities: pricing, hedging, etc.
- Developing tools and analytics for the desk to price and risk manage the positions
- Help traders and sales people understand the market and develop new business
-Help business comply with regulatory requirements, including CCAR.
Skills:
- Good understanding of derivatives products in one or more asset classes including rates, credit, foreign exchange, equities, and commodities
- Understanding of CVA and FVA analytics is useful but not required
- Good understanding of basic financial math of derivative pricing
- Excellent programming skills in C++ and Python or Matlab.
- Excellent communicator
Requirements:
- Advanced degree in Math/Physics/CS/Engineering or similar
- A minimum of 2 years of relevant experience in a front-office role