FX Option Quantitative Strategist, Associate / Vice President

We are seeking an FX Option Quantitative Strategist at the Associate or Vice President level to join our team in Hong Kong. The successful candidate will work globally with other FX Option strategists, the trading desk, sales, structuring, and IT.

Responsibilities:

• Develop new pricing models and maintain and improve existing models
• Support traders with deal pricing, risk management, and scenario, model, and PNL investigation
• Develop tools for pricing and risk-management and for data, hedging, trade, risk, and scenario analysis
• Work with IT on delivery and testing of models and tools in trading desk applications
• Work with controllers and the model risk groups on model documentation and approval

Requirements:

• 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

Benefits: Morgan Stanley offers a range of benefits and perks, including comprehensive employee benefits, opportunities for career development, and a supportive work environment.