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Quantitative Analyst (VP) – FX Options

Role overview

Qualifications

  • MSc or PhD in a quantitative discipline
  • Solid mathematical foundations, especially probability theory and statistics
  • Strong analytical and problem solving skills
  • Strong programming and software design skills (experience with C++ or Scala is a plus)

Responsibilities

  • Build, maintain, and extend the Firm’s pricing models for FX derivatives
  • Provide analyses to the FX Options trading desks on models, pricing, risk and PL calculations
  • Liaise with IT to ensure a smooth functioning of the pricing risk framework
  • Produce ad hoc deliverables and reporting material

Key facts

Other skills

  • Analytical Skills
  • Problem Solving
  • Mathematics
  • Social Skills
  • Communication
  • Detail Oriented
  • Self-Motivation

About the company

Marshfield Clinic Health System logo

Marshfield Clinic Health System

Marshfield Clinic Health System has served rural communities for more than 100 years. Today, the Health System has clinical locations and hospitals spanning more than 45,000 square miles of northern, central and western Wisconsin and the Upper Peninsula of Michigan. As an integrated Health System, we bring together all the pieces of the health care puzzle to provide excellent, comprehensive care to rural communities. By the numbers: - Over 170 specialties - 65 clinical locations - Over 12,000 employees - Over 1,600 providers - More than 300 new and continuing research studies - More than 70 active clinical trials - Over 200 community-based partnerships - More than 150 active student training agreements Our 11 primary hospitals include: - Marshfield Medical Center-Beaver Dam - Marshfield Medical Center–Eau Claire - Marshfield Medical Center-Dickinson - Marshfield Medical Center-Ladysmith - Marshfield Medical Center in Marshfield - Marshfield Medical Center-Minocqua - Marshfield Medical Center-Neillsville - Marshfield Medical Center-Park Falls - Marshfield Medical Center-Rice Lake - Marshfield Medical Center-Weston - Marshfield Children's Hospital Entities comprising the Health System include: - Marshfield Clinic - Security Health Plan - Marshfield Clinic Research Institute - Marshfield Labs - Center for Community Health Advancement - Division of Education - Marshfield Clinic Health System Foundation

Company details

Company typeXLarge
Company size10001

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Job description

Morgan Stanley is looking for a Quantitative Analyst with strong quantitative and tech skills to join its FX Options Desk Strategist team in Budapest at Vice President level. This is an exciting opportunity to join a team working directly with FX Options trading across the globe. 

 

Team Profile:  

Desk strategists are key participants, together with traders and salespeople, in the revenue-generating activities of our Sales & Trading Division. The FX Options Desk Strategist team develops, implements, and supports quantitative models, algorithms, and analytics tools used by FX Options trading desks globally to calculate prices and risk sensitivities for various FX derivatives. The team is global, with people in New York, London, Budapest, and Hong Kong. 

 

We offer: 

  • Opportunity to work in a team of talented individuals, in a supportive and vibrant environment 

  • Opportunity to directly interact with FX Options trading 

  • Challenging projects that provide opportunity for constant learning and advancement 

  • A competitive compensation and benefits package including eligibility for an annual bonus 

  • Flexible working arrangements (core hours and opportunity to work from home) 

 

You will: 

  • Build, maintain, and extend the Firm’s pricing models for FX derivatives (developing code in C++ and Scala) 

  • Gain a solid understanding of the FX derivatives market and pricing models for FX options  

  • Provide analyses to the FX Options trading desks on models, pricing, risk and P&L calculations 

  • Liaise with IT to ensure a smooth functioning of the pricing & risk framework 

  • Liaise with the Firm’s control groups (Finance, Risk, Internal Audit) on model control topics 

  • Produce ad hoc deliverables and reporting material 

 

You have: 

  • MSc or PhD in a quantitative discipline 

  • Solid mathematical foundations, especially probability theory and statistics 

  • Strong analytical and problem solving skills 

  • Strong programming and software design skills (experience with C++ or Scala is a plus) 

  • Excellent interpersonal and communication skills 

  • Self-motivated personality with high standards for quality of work, and attention to detail 

  • Experience working in a role supporting the front office is a plus 

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 that’s differentiated – and we’ve 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 - aren’t 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, you’ll 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. There’s 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.

Certified Persons Regulatory Requirements:
If this role is deemed a Certified role and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks.

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.

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.

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Marcus Rivera

Chief Revenue Officer

m.rivera@company.com
linkedin.com/in/marcusrivera
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