xVA Trading - Fixed Income Division - Associate or Vice President
Qualifications
- Bachelor or Masters in a quantitative field such as Math, Engineering or Science.
- Good understanding of Fixed Income Products (Rates, Bonds, FX, CDS…).
- Able to perform in a high paced environment, make fast decisions and prioritize as required.
- Strong quantitative, analytical, and problem-solving skills.
- Team player, enthusiastic and willing to learn.
Job Description
Evaluate and price credit and funding as well as collateral optionality.
Risk-manage trading book positions, understand risk measures, and ensure risk limits are adhered to.
Execute transactions for hedging of xVA risks in accordance with desk procedures.
Manage day-to-day issues of trading book; P&L review and sign-off, trade bookings, new trade fees etc.
Provide feedback to functional groups related to derivative risks arising from ISDA terms.
Benefits
Base pay rates for the role will be between $150,000 and $200,000 per year for Associate and between $160,000 and $250,000 at the commencement of employment for Vice President.
The total compensation package may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.
Morgan Stanley is an equal opportunity employer committed to building and maintaining a workforce that is diverse in experience and background.