IED - Derivatives Strat - Associate / VP
Morgan Stanley’s Equities Derivatives division is seeking a Strategist / Quantitative Analyst to join its Derivatives Strat team, with a primary focus on the pricing and risk management of complex derivatives. Strats are integral contributors to the firm’s revenue-generating activities, working in close collaboration with traders, sales, and structurers within the Sales & Trading Division. They play a leading role in shaping the desks’ strategy and position across a broad range of risks and products. About Morgan Stanley Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. 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. We 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. What will you be doing?
- Develop and enhance quantitative models for the pricing, risk management, and analysis of equity derivatives products, with a focus on identifying and understanding model-driven biases.
- Conduct in-depth research into market dynamics to refine pricing methodologies and strengthen risk management frameworks.
- Design and execute backtesting of inventory management and trading strategies, rigorously assessing performance and robustness across a range of market conditions.
- Build and maintain analytical tools, data pipelines, and research platforms to support the activities of trading teams.
- Collaborate closely with traders to support decision-making processes and optimize product selection. What we’re looking for:
- Master’s degree or Ph
D in Mathematics, Statistics, Physics, Engineering, Computer Science, or a related quantitative disciplin...