Discover your dream Career
For Recruiters

FX Option Quantitative Strategist

Morgan Stanley Hong Kong
Posted 4 days ago Permanent Competitive
The FX Option business is looking for a quantitative strategist at the Associate level. The strategist will work globally with other FX Option strategists, the trading desk, sales, structuring and IT.

Responsibilities:
  • Developing new pricing models and maintaining and improving existing models.
  • Supporting traders with deal pricing, risk management and scenario, model and PNL investigation.
  • Developing tools for pricing and risk-management and for data, hedging, trade, risk, and scenario analysis.
  • Working with IT on delivery and testing of models and tools in trading desk applications.
  • Working with controllers and the model risk groups on model documentation and approval.
Skills required:
  • Excellent analytical and problem-solving skills.
  • MSc or PhD in mathematics, physics, or a similar quantitative subject.
  • FX Option product, market, and pricing model knowledge.
  • Strong coding and developer skills (preferably with Scala and/or C++)
  • Good communication skills for interactions with the trading desk, sales, structuring and IT on technical and other issues.
Job ID  3252571
ABOUT COMPANY
Hong Kong
68000 Employees Investment Banking / M & A
Morgan Stanley has earned a worldwide reputation for the excellence of its advice and execution in financial markets. With offices in more than 41 cou...
More Jobs From Morgan Stanley
Morgan Stanley
Strats, Delta One, ED/VP
Morgan Stanley
Hong Kong
5 days ago Full time Competitive
Morgan Stanley
Senior Product Risk Manager, Institutional Equity Division
Morgan Stanley
Hong Kong
5 days ago Full time Competitive
Morgan Stanley
Java Developer, Fixed Income Federal Risk Systems, Vice President, Hong Kong
Morgan Stanley
Hong Kong
11 days ago Full time Competitive
Morgan Stanley
Fid Fed Risk Java developer, IST, Vice President, Hong Kong
Morgan Stanley
Hong Kong
19 days ago Full time Competitive
Morgan Stanley
Java Developer, Fixed Income Federal Risk Systems, Associate, Hong Kong
Morgan Stanley
Hong Kong
2 months ago Full time Competitive
Morgan Stanley
Model Risk Management (Traded Risk) - Vice President
Morgan Stanley
London, United Kingdom
16 days ago Full time Competitive
Morgan Stanley
2024 Institutional Equities Quantitative Trader Off-cycle Internship (London)
Morgan Stanley
London, United Kingdom
11 days ago Full time Competitive
Morgan Stanley
VP, Market Risk - e-trading
Morgan Stanley
New York, USA
2 days ago Full time between $110,000 and $190,000 year at the commencement of employment
Morgan Stanley
Equity Market Risk Analyst
Morgan Stanley
Budapest, Hungary
4 days ago Full time Competitive
Morgan Stanley
Market Risk Analytics Associate FRTB (Risk Management)
Morgan Stanley
New York, USA
4 days ago Full time between $85,000 and $140,000 per year

Boost your career

Find thousands of job opportunities by signing up to eFinancialCareers today.
More Jobs Like This