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FX Option Quantitative Strategist, Associate / Vice President

ExperiencedNo visa sponsorship
Morgan Stanley logo

at Morgan Stanley

Bulge Bracket Investment Banks

Posted a month ago

No clicks

**FX Option Quantitative Strategist, Associate / Vice President** Partner with global teams in Fixed Income to assess and manage FX Option risk, develop pricing models, and enhance trading tools, ensuring accurate risk management and pricing. Bringing an MSc/PhD in a quantitative field and proficiency in Scala/C++, support traders and IT for deal pricing, risk management, and model development. Thrive in Morgan Stanley's innovative environment, globally spanning 42 countries, offering diverse opportunities and comprehensive employee benefits.

Compensation
Not specified

Currency: Not specified

City
Hong Kong
Country
Hong Kong

Full Job Description

Were seeking someone to join our team as an FX Option Quantitative Strategist, Associate / Vice President.

In the Fixed Income division, we work in fast-paced and constantly changing global markets to assess and manage risk, trade securities, manage relationships with clients, and structure and execute innovative transactions. This is an Associate / Vice President. position within our Quantitative Strategists Job Family which maintains, implements, develops and documents models for the business units and Treasury.

Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and innovating to better serve our clients and our communities in more than 40 countries around the world.

What youll do in the role:

The FX Option business in Hong Kong is looking for a quantitative strategist at the Associate or VP level. The strategist will work globally with other FX Option strategists, the trading desk, sales, structuring, and IT.

  • Developing new pricing models and maintaining and improving existing models.
  • Supporting traders with deal pricing, risk management and scenario, model, and PNL investigation.
  • Developing tools for pricing and risk-management and for data, hedging, trade, risk, and scenario analysis.
  • Working with IT on delivery and testing of models and tools in trading desk applications.
  • Working with controllers and the model risk groups on model documentation and approval.

What youll bring to the role:

  • Excellent analytical and problem-solving skills.
  • MSc or PhD in mathematics, physics, or a similar quantitative subject.
  • FX Option product, market, and pricing model knowledge.
  • Strong coding and developer skills (preferably with Scala and/or C++)
  • Good communication skills for interactions with the trading desk, sales, structuring, and IT on technical and other issues.

What you can expect from Morgan Stanley:

At Morgan Stanley, we raise, manage and allocate capital for our clients helping them reach their goals. We do it in a way thats differentiated and weve done that for 90 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - arent 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. At Morgan Stanley, youll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. 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. Theres 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.

WHAT YOU CAN EXPECT FROM MORGAN STANLEY:

At Morgan Stanley, we raise, manage and allocate capital for our clients helping them reach their goals. We do it in a way thats differentiated and weve done that for 90 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - arent 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. At Morgan Stanley, youll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. 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. Theres 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.

Morgan Stanley is an equal opportunity employer committed to building and maintaining a workforce that is diverse in experience and background. Our recruiting efforts reflect our strong commitment to a culture of inclusion, where individuals are hired, developed, and advanced based on their skills and talents.

Our workforce reflects a broad cross-section of the global communities in which we operate, bringing a variety of backgrounds, talents, perspectives, and experiences.

For more information, please visit: https://www.morganstanley.com/people-opportunities/eeo.

FX Option Quantitative Strategist, Associate / Vice President

Compensation

Not specified

City: Hong Kong

Country: Hong Kong

Morgan Stanley logo
Bulge Bracket Investment Banks

a month ago

No clicks

at Morgan Stanley

ExperiencedNo visa sponsorship

**FX Option Quantitative Strategist, Associate / Vice President** Partner with global teams in Fixed Income to assess and manage FX Option risk, develop pricing models, and enhance trading tools, ensuring accurate risk management and pricing. Bringing an MSc/PhD in a quantitative field and proficiency in Scala/C++, support traders and IT for deal pricing, risk management, and model development. Thrive in Morgan Stanley's innovative environment, globally spanning 42 countries, offering diverse opportunities and comprehensive employee benefits.

Full Job Description

Were seeking someone to join our team as an FX Option Quantitative Strategist, Associate / Vice President.

In the Fixed Income division, we work in fast-paced and constantly changing global markets to assess and manage risk, trade securities, manage relationships with clients, and structure and execute innovative transactions. This is an Associate / Vice President. position within our Quantitative Strategists Job Family which maintains, implements, develops and documents models for the business units and Treasury.

Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and innovating to better serve our clients and our communities in more than 40 countries around the world.

What youll do in the role:

The FX Option business in Hong Kong is looking for a quantitative strategist at the Associate or VP level. The strategist will work globally with other FX Option strategists, the trading desk, sales, structuring, and IT.

  • Developing new pricing models and maintaining and improving existing models.
  • Supporting traders with deal pricing, risk management and scenario, model, and PNL investigation.
  • Developing tools for pricing and risk-management and for data, hedging, trade, risk, and scenario analysis.
  • Working with IT on delivery and testing of models and tools in trading desk applications.
  • Working with controllers and the model risk groups on model documentation and approval.

What youll bring to the role:

  • Excellent analytical and problem-solving skills.
  • MSc or PhD in mathematics, physics, or a similar quantitative subject.
  • FX Option product, market, and pricing model knowledge.
  • Strong coding and developer skills (preferably with Scala and/or C++)
  • Good communication skills for interactions with the trading desk, sales, structuring, and IT on technical and other issues.

What you can expect from Morgan Stanley:

At Morgan Stanley, we raise, manage and allocate capital for our clients helping them reach their goals. We do it in a way thats differentiated and weve done that for 90 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - arent 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. At Morgan Stanley, youll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. 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. Theres 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.

WHAT YOU CAN EXPECT FROM MORGAN STANLEY:

At Morgan Stanley, we raise, manage and allocate capital for our clients helping them reach their goals. We do it in a way thats differentiated and weve done that for 90 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - arent 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. At Morgan Stanley, youll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. 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. Theres 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.

Morgan Stanley is an equal opportunity employer committed to building and maintaining a workforce that is diverse in experience and background. Our recruiting efforts reflect our strong commitment to a culture of inclusion, where individuals are hired, developed, and advanced based on their skills and talents.

Our workforce reflects a broad cross-section of the global communities in which we operate, bringing a variety of backgrounds, talents, perspectives, and experiences.

For more information, please visit: https://www.morganstanley.com/people-opportunities/eeo.