FX Options Desk Strats

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Morgan Stanley USA
  • 17 Nov 17 2017-11-17

FX Options Desk Strats

Morgan Stanley Embedded Desk Strategist (Strat) teams reside within our Sales & Trading businesses including Equity, Fixed Income, and Commodities as well as our Banking businesses including Investment Banking and Global Capital Markets.

Primary Responsibilities:
• As a Foreign Exchange Electronic Option Trading Desk Strategist you will be a member of a team responsible for building pricing models based on available data, analyzing, monitoring and reporting on data necessary to support the FX Options Desk
• Lead design and delivery of new or improved trading strategies, in collaboration with traders, core analytics, QA and IT teams
• Quantitative analysis of existing production systems and identification of performance improvements
• Control production system quality and manage both market and operational risks

Skills required (essential)
• Experience with foreign exchange option markets, price construction, liquidity and electronic trading are invaluable.
• Background in mathematics, physics, engineering, computer sciences, informatics or other similar quantitative areas. Education equivalent to masters level or above.
• Useful technical skills include but not limited to Q/kdb, java, scala, C++