Quantitative Analyst (VP) – FX Options
Job Location:
Monthly Salary:
Posted on:
Vacancies:
Job Summary
Morgan Stanley is looking for aQuantitativeAnalyst with strong quantitative and tech skillsto joinitsFX OptionsDesk Strategistteamin Budapestat Vice President level.This is an exciting opportunity to join a team working directly with FX Options trading across the globe.
Team Profile:
Desk strategists are key participants together with traders and salespeople in the revenue-generating activities of our Sales & Trading Division.The FX OptionsDesk Strategistteamdevelopsimplementsand supportsquantitative models algorithms and analytics toolsused by FX Options trading desks globallyto calculate prices and risk sensitivities for various FX derivatives.The team is global withpeopleinNew York LondonBudapestand Hong Kong.
We offer:
Opportunity to workin a team of talented individuals in a supportive and vibrant environment
Opportunity to directly interact with FX Options trading
Challenging projects that provide opportunity for constant learning and advancement
A competitive compensation and benefits package including eligibility for an annual bonus
Flexible working arrangements (core hours and opportunity to work from home)
You will:
Build maintain and extend the Firms pricing models for FX derivatives(developing code in C and Scala)
Gain a solid understanding of the FX derivatives market and pricing models for FX options
Provide analyses to theFX Optionstradingdeskson models pricing risk and P&L calculations
Liaise with IT to ensure a smooth functioning of the pricing & riskframework
Liaise with the Firms control groups (Finance Risk Internal Audit) on model control topics
Produce ad hoc deliverables and reporting material
You have:
MScorPhDin a quantitative discipline
Solid mathematical foundations especially probability theory and statistics
Strong analytical and problem solving skills
Strong programmingand software designskills (experience withC orScala is a plus)
Excellent interpersonal and communication skills
Self-motivated personality with high standards for quality of work and attention to detail
Experience working in arole supporting thefrontoffice is a plus
WHAT YOU CAN EXPECT FROM MORGAN STANLEY:
At Morgan Stanley we raise manage and allocate capital for our clients helping them reach their goals. We do it in a way thats differentiated and weve done that for 90 years. Our values - putting clients first doing the right thing leading with exceptional ideas committing to diversity and inclusion and giving back - arent just beliefs they guide the decisions we make every day to do whats best for our clients communities and more than 80000 employees in 1200 offices across 42 countries. At Morgan Stanley youll find an opportunity to work alongside the best and the brightest in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey offering some of the most attractive and comprehensive employee benefits and perks in the industry. Theres also ample opportunity to move about the business for those who show passion and grit in their work.
To learn more about our offices across the globe please copy and paste into your browser.
Certified Persons Regulatory Requirements:
If this role is deemed a Certified role and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks.
Flexible work statement
Interested in flexible working opportunities Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.
Morgan Stanley is an equal opportunity employer committed to building and maintaining a workforce that is diverse in experience and background. Our recruiting efforts reflect our strong commitment to a culture of inclusion where individuals are hired developed and advanced based on their skills and talents.
Our workforce reflects a broad cross-section of the global communities in which we operate bringing a variety of backgrounds talents perspectives and experiences.
Required Experience:
Exec
About Company
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, ... View more
