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Equity Derivatives - Desk Strategist / Quantitative Analyst – Vice President
Morgan Stanley
Tokyo, , Japan
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Description
Department Profile
Morgan Stanley's Equities Derivatives division is looking for a desk strategist for its Equity Derivative Strategist team. Desk strategists are key participants, together with traders and sales people, in the revenue-generating activities of our Sales & Trading Division. Desk strategists sit on the trading desk, are the primary modellers for new products, and team with the traders to deliver innovative ideas using models to analyse risks and opportunities in trading books for flow derivatives.
Primary Responsibilities
• Implement new valuation methods and equity derivative products
• Build and backtest performance of Morgan Stanley algorithmic indices
• Build cutting edge tools for trading and risk management of equity derivatives product
• Work closely with traders to analyse large data sets with an aim to assist decision making
Qualifications
• An advanced degree in a quantitative subject such as Engineering, Applied Mathematics, Physics, Software Engineering
• Very strong programming skills in an object oriented language applied within the library of a front office team. Database knowledge (KDB/SQL) a strong plus.
• Good knowledge of Probability, Numerical Analysis, Stochastic Calculus, Approximation theory, Partial Differential Equation and an expertise in either of these subjects
• Drive and desire to work in an intense team-oriented environment.
• Ability to communicate effectively in both written and verbal English.
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.