FID, FX Options Strat - VP at Morgan Stanley

New York, New York, United States -

Full Time

Start Date

Immediate

Expiry Date

05 Mar, 26

Salary

250000.0

Posted On

05 Dec, 25

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Mathematics, Probability Theory, Statistics, Analytical Skills, Problem Solving, Programming, C++, Scala, Interpersonal Skills, Communication Skills, Self-Motivation, Attention to Detail

Industry

Financial Services

Description

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 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 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. 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 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. 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.

Responsibilities

The role involves building, maintaining, and extending pricing models for FX derivatives, as well as providing analyses on models, pricing, risk, and P&L calculations. The candidate will also liaise with IT and control groups to ensure smooth functioning and compliance of the pricing and risk framework.