Posting Date: Aug 4, 2020
Primary Location: Europe, Middle East, Africa-United Kingdom-United Kingdom-London
Job: Core Analytics
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 1,200 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.
Morgan Stanley's Equities Derivatives division is looking for a strategist/quantitative analyst for its 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 complex derivatives.
Equity Derivatives Strats are responsible for implementing and supporting the models used in equity derivatives trading. They also look after automation of the product flow, including pricing methodology, control of the pricing platform and automated booking. They also assist with tooling for trading, to improve the risk management and hedging infrastructure.
• Build cutting edge tools for trading and risk managing equity derivatives product
• Implement systematic pricing methodology for complex product
• Automate of the equity derivatives product flow, automatize the auto-quoting of derivative products
• Analyse and manage the risk of the positions currently in the book
• Create tools to assist decision making & increase efficiency in trading
• A degree in a quantitative subject such as Engineering, Applied Mathematics, Physics, Software Engineering
• Very strong programming skills in an object oriented language applied within the library of a financial institution (C++ or Java)
• Exposure to Derivatives Pricing is mandatory
• Solid understanding of Equity products is mandatory
• Drive and desire to work in an intense team-oriented environment.
• Ability to communicate effectively in both written and verbal English.
Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise 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.
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.
Given the continued spread of COVID-19 (coronavirus), all interviews will be conducted by phone or virtual connection to protect our candidates and employees.