NY BRM Desk Strategist

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

NY 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.
The BRM strat team is looking for a highly motivated desk strategist at the Associate to VP-level to help support the XVA Trading business globally. The position will be based in New York.
If you are interested in this opportunity, please reach out to me.

Qualifications:

Duties:
• Perform development work to insure compliance with regulatory requirements for XVA (external and internal)
• Support the desk's daily trading and risk management activities
• Develop 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
Skills:
• Good understanding of basic financial math of derivatives pricing. Knowledge of XVA is a plus.
• Experience with control functions (e.g., model risk management or market risk) with some exposure with satisfying regulatory requirements a plus.
• Programming skills in C++, and Python or Matlab
• Excellent Communicator.
Requirements:
• An advanced degree in Math/Physics/CS/Engineering or other quantitative field
• A minimum of 2 years of experience in a quantitative role in finance