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Morgan Stanley

FID, FX Options Strat - VP

Morgan Stanley, New York, New York, us, 10261

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FID, FX Options Strat - VP

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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.

Role Description Morgan Stanley is looking for VP level Quantitative Analysts to join FX Options Modeling team to support the Firm’s FX Options trading desks.

Primary Responsibilities Include

Build, maintain, and extend the Firm’s pricing models for FX derivatives

Provide analyses to the FX Options desks on models, pricing, risk and P&L calculations

Liaise with IT to ensure a smooth functioning of the pricing & risk framework

Liaise with the Firm’s control groups (Finance, Risk, Internal Audit) on model control topics

Produce ad hoc deliverables and reporting material

Qualifications

MSc or PhD in a quantitative discipline

Solid mathematical foundations, especially probability theory and statistics

Strong analytical and problem solving skills

Strong programming skills (experience with C++ or Scala is a plus)

Excellent interpersonal and communication skills

Self-motivated personality with high standards for quality of work, and attention to detail

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 - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll 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. There’s also ample opportunity to move about the business for those who show passion and grit in their work.

To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser.

Expected base pay rates for the role will be between $150,000 and $200,000 per year commencement of employment for Associate, and between $160,000 and $250,000 per year commencement of employment for Vice President. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, 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's goal is to build and maintain a workforce that is diverse in experience and background but uniform in reflecting our standards of integrity and excellence. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from all talent pools. We want to be the first choice for prospective employees.

It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law.

Morgan Stanley is an equal opportunity employer committed to diversifying its workforce (M/F/Disability/Vet).

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