Flow Equity Derivatives Strategist

Local Jobs Morgan Stanley
  • United States, New York, NY View on Map
  • Post Date : September 16, 2020
  • Apply Before : October 16, 2020
  • Share:

Job Description

Flow Equity Derivatives Strategist

Job Number:


POSTING DATE: Sep 11, 2020
PRIMARY LOCATION: Americas-United States of America-New York-New York
JOB: Investment Banking/Sales/Trading/Research
JOB LEVEL: Vice President


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

Other jobs you may like

We’ll find you a job for $29 (was $150)

Go to Top