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.
The Interest Rates Option and Non-Vanilla strategist team support London IR option trading desk by building pricing and risk models in the production system. In addition, the team also provide daily support desk in day-to-day pricing requests and risk management issues. As a team, strats also work with VRG, MRD on the regulatory issues.
Develop and maintain product library for pricing and risk models IR products. Improve trading desk pricing and risk management tools in collaboration with IT.
Skills required (essential)
- Experience with C++ or Scala programming language - Familiarity of IR products: swap, swaptions, Bermudan - Good quantitative skills, numeric method - Can work under pressure. - Good communication skills.
- Experience in other market and products: FX, credit or Equity
Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise 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.