Derivatives Structuring (Pricing ) Asia_ Manager_Institutional Equity Division

Company Profile

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking securities investment management and wealth management services. The Firms employees serve clients worldwide including corporations governments and individuals from more than 1200 offices in 43 countries.

As a market leader 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.

Department Profile

From global institutions to hedge funds investors come to Morgan Stanley for sales trading and market-making services in almost every type of financial instrument in all the worlds financial markets. Morgan Stanley professionals use our network and technology to provide liquidity and sophisticated analysis to manage risk and execute reliably in the fast-changing markets.

Morgan Stanleys Institutional Equity Division (IED) is a world leader in the origination distribution and trading of equity equity-linked and equity-derivative securities. Our broad and deep client relationships market-leading platform and intellectual insights enable us to be a world-class service provider to our clients for their financing market access and portfolio management needs.

Global Markets Group is the offshoring arm of Morgan Stanleys Sales & Trading businesses in India. It covers functions within IED ranging from those associated with sales trading analytics strats to risk management.

Primary Responsibilities

We are looking for proactive self-starting individual to be part of our India team working with HK Financial Engineering team. This is a challenging role and offering exposure to an interesting dynamic product group and work environment to build your career in.

Responsibilities for this role would involve:

• Pricing of complex derivatives products including autocallables light exo and bespoke hedging solutions.
• Preparing scenario analysis and historical performance backtesting for potential trades for better engagements
• Pre-quote analysis on new underlyings and testing of hedging robustness for slippages control
• Developing pricing models for non-approved payoffs for indicative pricings
• Marketing material (products backtests and pricing) update
• Regular communication with wider teams including Trading Strats and Sales.

Skills required (essential)

• 4 years of relevant working experience
• Degree with a quantitative discipline (BE BTech in Computer Science MS in Maths/Statistics/ FE) from Tier 1 & 2 institutes.
• Progress towards CFA would be preferred.
• Knowledge of programming languages such as Python VBA R or Matlab and ability to work with financial data
• Strong knowledge in Equity Derivatives exotic equity linked structured note products & Option Greeks
• Strong inter-personal / communication skills.
• Strong attention to detail
• Drive and desire to work in an intense team-oriented environment.

In addition the candidate should have theoretical or practical understanding of -

• Option Greeks and their behavior over time
• Derivative products like Swaps Swaptions Spread Options Cap/Floors range accruals Digitals etc.
• General behavior of Equity Derivatives markets Flow and Structured Products

Shift Asia 5am

WHAT YOU CAN EXPECT FROM MORGAN STANLEY:

We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 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.

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Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds talents perspectives and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting developing and advancing individuals based on their skills and talents.