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IED, Equity Derivatives Strat - Corporate Derivative Modelling, Associate

Morgan Stanley
London, United Kingdom
Competitive Salary
Closing date
Apr 23, 2024

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Job Role
Business Analyst
Contract Type
Full Time
Company Profile:
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.
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. Morgan Stanley 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.
Morgan Stanley's Equities Derivatives division is looking for a strategist/quantitative analyst for its Corporate Derivative Strat team. Corporate Derivative Strategists are key participants, together with traders, in the revenue-generating and risk management activities of our Sales & Trading Division. Corporate Derivative Strategists are the primary modellers for new products for the Corporate Derivative desk, and team with the traders to deliver innovative ideas using models to analyse risks and opportunities in the corporate trading books.
Corporate Derivative Strategists are responsible for implementing and supporting the models used in all of derivative trading. They also look after automation of the derivative product flow, including pricing methodology, control of the pricing platform and automated booking. They also assist with tooling for derivative trading, to improve the risk management and hedging infrastructure.
What will you be doing?
- Implement new models and algorithms for the valuation of derivatives and support the existing analytics library
- Conduct analysis of complex trade to assess the best pricing method
- Analyse and manage the risk of the positions currently in the book
- Create tools to assist decision making & increase efficiency in sales and trading#LI-KF1
What we're looking for?
- An advanced degree in a quantitative subject such as Engineering, Applied Mathematics, Physics, Software Engineering is mandatory
- Very strong modelling skills, with knowledge of equity derivatives models a strong plus
- Very strong programming skills in an object-oriented language applied within the library of a front office team
- Good knowledge of Probability, Numerical Analysis, Stochastic Calculus, Approximation theory, Partial Differential Equation and an expertise in either of these subjects
- Drive and desire to work in an intense team-oriented environment.
- Ability to communicate effectively in both written and verbal English.
Flexible work statement:
Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.
*Internal Applicants:
Internal mobility can be a way to grow your career and realize your professional potential. Typically, you must be in your position for at least 18 months and performing satisfactorily before applying for another job at the Firm. Internal applicants can find out more regarding career navigation, mobility guidelines and policy on our employee portal by clicking here.
*Equal opportunities statement:
Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.#LI-KF1
Job: *Investment Banking/Sales/Trading/Research
Title: IED, Equity Derivatives Strat - Corporate Derivative Modelling, Associate

Europe, Middle East, Africa-GBR-GBR-London
Requisition ID: 3249984

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