Job Information
Morgan Stanley FX Option Quantitative Strategist in Hong Kong, Hong Kong
The FX Option business is looking for a quantitative strategist at the Associate level. The strategist will work globally with other FX Option strategists, the trading desk, sales, structuring and IT.
Responsibilities:
- 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.
Skills required:
- 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.
Job: *Trader Support
Title: FX Option Quantitative Strategist
Location: Non-Japan Asia-Hong Kong-Hong Kong-Hong Kong
Requisition ID: 3252571