Job Information
Morgan Stanley Associate in New York, New York
Morgan Stanley & Co. LLCseeks to fillthe position of Associatein New York, NY.**
Perform volatility modelling and vol-fitting, market data management and calibration. Work closely with traders to assist decision making & increase efficiency in trading. Perform desk-support duties, implementing/enhancing pricing analytics, risk & PNL. Complete back-test hedging strategies and perform critical analysis of the results. Build tools for trading and risk management of equity derivatives products.
Salary: Expected base pay rates for the rolewill bebetween $200000and $200000per year at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.
Requirements:
Requires a Master's degree in Quantitative Finance, Physics, Applied Mathematics, or related field of study plus three (3) years of experience in the position offered or three (3) years of experience as a Quantitative Researcher or related occupation. The employer will alternatively accept a PhD in in Quantitative Finance, Physics, Applied Mathematics, or related field of study plus any amount of experience as a Quantitative Researcher or related occupation. Requires any amount of experience with: C , Python, Partial Differential Equations, Stochastic Calculus, Monte-Carlo Simulation, Risk-neutral Valuation, Vol Surface Modeling, Equity Derivatives Product Knowledge, Numerical Analysis of Large Datasets, Linear Regression Analysis, Statistical Inference.
Qualified Applicants:To apply, visit us at https://ms.taleo.net/careersection/2/jobsearch.ftl?lang=en Scroll down and enter3239642as the “Job Number” and click “Search jobs.” No calls please. EOE
Job: **
Title: Associate
Location: New York-New York
Requisition ID: 3239642