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Ied – Equity Derivatives Strat – AS/VP
| Company | Morgan Stanley |
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| Location | New York, NY, USA |
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| Salary | $150000 – $250000 |
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| Type | Full-Time |
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| Degrees | Master’s, PhD |
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| Experience Level | Senior, Expert or higher |
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Requirements
- Master’s or Ph.D. in a quantitative discipline such as Quantitative Finance, Mathematics, or related fields.
- Proficiency in programming language (e.g., C++, Java and Python).
- Solid knowledge in applied mathematics, numerical methods, including in-depth knowledge of PDEs, Monte Carlo methods, and Equity derivatives modeling.
- Experience in quantitative finance or a related field (e.g. financial derivatives and pricing methodology) preferred.
- Self-motivated and detail oriented.
- Demonstrated ability to work independently and collaboratively, manage projects, and meet deadlines efficiently.
Responsibilities
- Design quantitative models for pricing and risk hedging corporate derivatives in collaboration with institutional trading and risk teams.
- Develop pricing engine/applications in C++, Java, and Python library.
- Perform back-tests and help trading desk understand risk exposure and PnL attribution of corporate derivatives.
- Conduct comprehensive research to derive insight into market trends, pricing, and risk dynamics.
- Work collaboratively with trading, risk, and tech team to propose and enhance pricing/modeling solutions.
Preferred Qualifications
- Experience in quantitative finance or a related field (e.g. financial derivatives and pricing methodology) preferred.
