At a Glance
- Tasks: Develop and enhance quantitative models for pricing and risk management in equity derivatives.
- Company: Join Morgan Stanley, a leader in financial services with a commitment to diversity.
- Benefits: Flexible working arrangements, competitive salary, and opportunities for professional growth.
- Other info: Dynamic environment with excellent career advancement opportunities.
- Why this job: Make an impact by improving trading strategies and collaborating with top traders.
- Qualifications: Master’s or PhD in a quantitative field and 3+ years of relevant experience.
The predicted salary is between 60000 - 80000 £ per year.
Overview
In the Institutional Equity Division (IED), the Quantitative Investment Strategies (QIS) group builds rule‑based strategies for equity, equity‑linked and equity‑derivative investments.
We seek an experienced quantitative developer to join the QIS strategy team to develop and enhance pricing, risk, and analytics tools for equity derivatives.
Responsibilities
- Develop and enhance quantitative models for pricing, risk management, and analysis of equity derivatives.
- Conduct research into market dynamics and trading behavior to improve trading strategies and risk frameworks.
- Provide direct desk support by implementing and maintaining pricing analytics, risk metrics, and P&L attribution tools.
- Back‑test inventory management and trading strategies, critically evaluating performance and robustness under varying market conditions.
- Design and build analytical tools, data pipelines, and research platforms to support trading and strategist teams.
- Collaborate closely with traders to support decision‑making processes and improve execution efficiency.
Qualifications
- Master’s degree or Ph D in Mathematics, Statistics, Physics, Engineering, Computer Science, or a related quantitative discipline.
- At least 3 years of experience in quantitative modelling, preferably within equity derivatives or a related product class.
- Strong foundation in stochastic calculus, probability, statistics, and numerical methods.
- Experience with large‑scale data analysis and model validation techniques.
- Proficiency in Python for quantitative development; familiarity with kdb+/Q is advantageous.
- Solid understanding of financial markets, particularly equity derivatives products and risk metrics.
- Excellent analytical, problem‑solving, and critical‑thinking skills.
- Strong communication skills and ability to collaborate effectively with teams across functions.
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- Mandated
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- Regulatory
Requirements: If this role is deemed a Certified role, the holder may be required to meet mandatory regulatory qualifications or internal company benchmarks.
Flexible Work Statement: Morgan Stanley offers flexible working arrangements. Contact the recruitment team to learn more.
Equal‑Employment Opportunity: Morgan Stanley is an equal‑opportunity employer committed to building and maintaining a diverse workforce. For more information, visit
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Institutional Equity, Derivatives Strat in London employer: 935 MS & Co Intl Plc - UK
Morgan Stanley is an exceptional employer, offering a dynamic work environment within the Fixed Income Division that fosters professional growth and collaboration. With a strong emphasis on flexible working arrangements and a commitment to inclusivity, employees are empowered to thrive in their roles while contributing to innovative financial solutions. The supportive culture and opportunities for advancement make it an ideal place for those seeking meaningful and rewarding careers in the fast-paced world of finance.
Contact Details:
935 MS & Co Intl Plc - UK Recruitment Team
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