Flow Equity Derivatives Strategist Flow Equity Derivatives Strategist …

Morgan Stanley
in New York, NY
Permanent, Full time
Last application, 16 Apr 21
Competitive
Morgan Stanley
in New York, NY
Permanent, Full time
Last application, 16 Apr 21
Competitive
Flow Equity Derivatives Strategist
Vice President

Qualifications:

Morgan Stanley's Equities Derivatives division is looking for a strategist/quantitative analyst for its Flow Equity Derivative 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 flow derivatives.

Responsibilities include:
  • Work closely with traders to assist decision making & increase efficiency in trading
  • Perform desk-support duties, implementing/enhancing pricing analytics, risk & PNL.
  • Volatility modelling and vol-fitting, market data management and calibration.
  • Back-test hedging strategies and perform critical analysis of the results
  • Build tools for trading and risk management of equity derivatives products
Skills/Experience Required
  • Advanced degree in a quantitative subject such as Engineering, Applied or Financial Mathematics, Physics, Software Engineering; experience in a related industry preferred.
  • Strong programming skills/experience in object-oriented language (C++ and/or Java preferred). Database knowledge (KDB/SQL) and scripting language (Python) a strong plus.
  • Solid understanding of Probability & Statistics, Numerical Analysis, Stochastic Calculus, Approximation theory, Partial Differential Equations…
  • Drive and desire to work in a team-oriented environment.
  • Ability to communicate effectively in both written and verbal English. *LI-SG1

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