Derivatives Quantitative Strategist - Institutional Equity - Associate / Vice President

Responsibilities

• Work on the development of a Java and Python platform for exotic pricing
• Implement systematic pricing methodology for exotics products
• Automate the Exotics product flow, automate the auto-quoting of derivative products
• Create tools to assist decision making & increase efficiency in trading
• Ensure robust data pipelines and produce innovative methods in pricing our automated pricing algorithms

Skills Required

• Very strong programming skills in Python, with good knowledge of Java to be able to support some back-end infrastructure
• Adequate understanding of the basics of exotic pricing (not from a mathematical perspective, but in terms of input/output and structure)
• A degree in a quantitative subject such as Engineering, Applied Mathematics, Physics, Software Engineering
• Drive and desire to work in an intense team-oriented environment
• Ability to communicate effectively in both written and verbal English

What You Can Expect From Morgan Stanley

• Raised, managed and allocated capital for clients
• Differentiated approach to business operations
• Values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back
• Opportunity to work alongside the best and the brightest
• Fueled by diverse backgrounds and experiences
• Support for employees and their families at every point along their work-life journey
• Multiple opportunities for advancement within the company
• Individualized base pay rates ranging from $150,000 - $200,000 for Associate and $225,000 - $250,000 for Vice President at the commencement of employment
• Comprehensive employee benefits and perks
• Proud to support diverse and inclusive workplace culture
• Commitment to equal opportunity employment