The structured rates business is looking for a quantitative pricing Strat located in London at the senior associate/VP level. The candidate will be part of the rate Strats team and will work on complex rates focused deal pricing and modelling. This is a broad role and will involve tasks related to: working with the trading and structuring desks to accurately model exotic payoffs, assisting with the execution of specific client-driven trade requests, business analysis/translating of requirements for systems enhancements, writing and maintenance of valuation models and the writing and maintenance of pricing/analysis tools for use by the desk.
About Morgan Stanley
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What will you be doing?
• Developing and maintaining derivatives pricing models for interest rates products.
• Expanding the scope of our pricing capabilities to new underliers/payoffs, solving idiosyncratic challenges as they arise
• Collaborating closely with the trading team to ensure accurate risk management
• Performing data analysis for trading desk
• Working with control partners on model documentation and approval
What we’re looking for:
• Demonstrable equivalent experience, preferably as a quantitative analyst
• Degree in a quantitative subject
• Pricing model experience with derivatives products
• Coding experience, preferably in C++/Python
• Strong analytical, problem solving and communication skills
• Ability to self-motivate, multitask and work independently
Where will you be working?
• 20 Bank Street, E14 4AD
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