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Vice President, Quantitative Analyst

Posted on Jan 24, 2019 by Morgan Stanley USA

New York, NY 10001
Banking
10 Dec 2018
Annual Salary
Full-Time
Morgan Stanley & Co. LLC seeks a Vice President, Quantitative Analyst in New York, New York

Build cutting-edge components within the analytics library to improve the firm capabilities in trading and risk managing equity derivatives product. Participate in the design of the analytics library and its integration within the firm IT systems. Implement new valuation methods and equity derivative products. Provide expertise on financial products traded on an equity trading desk. Participate in the effort to improve the development process. Create tools to improve the productivity of the global strategies team.

Qualifications:

Requirements :

Requires a Master's degree in Financial Engineering, Software Engineering, Applied Mathematics, Physics, or related quantitative field of study and three (3) years of experience in the position offered or three (3) years of experience as a Strategist, Quantitative Analyst, or related occupation. Requires three (3) years of experience working as a strategist in a front-office and system support role including assisting with trading activities, risk management, and IT analytics testing and development. Requires three (3) years of experience with: analytics/pricing library; applications development including C++, Java, or Python; mathematical finance and financial engineering including stochastic calculus, statistics, and numerical analysis; standard numerical methods including partial differential equations and Monte Carlo; equity derivatives products including flow and light exotics (vanilla, equity swaps, volatility/variance swaps, and VIX products); risk and PnL framework design and implementation; and volatility modeling, calibration, and infrastructure development.

Qualified Applicants :
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Vice President, Quantitative Analyst

Reference: 624669771