Vice President, Strats at Morgan Stanley

New York, New York, United States -

Full Time

Start Date

Immediate

Expiry Date

23 Jan, 26

Salary

0.0

Posted On

25 Oct, 25

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Programming in KDB/Q, Python, Statistical Libraries, Data Visualization, Equity Option Volatility Surface Modeling, Equity Option Volatility Dynamics, Equity Option Pnl Decomposition, Risk Management, Stochastic Calculus, Time-Series Analysis, Statistical Models, Partial Differential Equations, Linear-Quadratic Regulator, Convex Optimization

Industry

Financial Services

Description

Collaborate with other job functions (traders and developers) to conduct ad-hoc analysis, improve system efficiency, and ensure performance under stressed scenarios. Requires a Master's degree in Computational Finance, Economics, or a related field of study and three (3) years of experience in the position offered or three (3) years as an Associate, or a closely related occupation. Requires three (3) years of experience with: Programming in KDB/Q; Python with statistical libraries including numpy, pandas, and scipy; Data visualization through plotting libraries including holoviews, plotly, matplotlib, and seaborn; Equity option volatility surface modeling and fitting; Equity option volatility dynamics; Equity option pnl decomposition and analytics; Risk management; Stochastic calculus; Time-series analysis; Statistical models; Partial differential equations; Linear- quadratic regulator (optimal control); Convex optimization (constrained and unconstrained). Qualified Applicants: To apply, visit us at https://morganstanley.eightfold.ai/careers?source=mscom and enter JR000416 in the search field. No calls please. EOE 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. 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

Collaborate with traders and developers to conduct ad-hoc analysis and improve system efficiency. Ensure performance under stressed scenarios.