IED, Equity Derivatives Strat - Macro Portfolio Risk Analysis, Vice President / Executive Director

Morgan Stanley

Posting Date

Mar 7, 2021

Primary Location

Europe, Middle East, Africa-United Kingdom-United Kingdom-London


Quantitative Strategies Full Time Executive Director


Company Profile

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.

Morgan Stanley's Equities Derivatives division is looking for a strategist/quantitative analyst for its Derivative Strat 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 complex derivatives.

The candidate will be heading a new team to enhancing the quality of the risk platform & risk analysis. 

Responsibilities include:

  • Work closely with the Trading Risk Management team and the rest of the front office strat team to build cutting edge tools for understanding the risk of the equity division. 
  • Drive the development of the risk infrastructure into systematic risk analysis (factor decomposition, systematic extraction of outliers, etc…)
  • Build new risk measure definition (Vol dynamics, Skew, etc…).
  • Build new custom scenario for better risk understanding closely with the global trading desks.
  • Help the identification of disparity between Risk and PNLExplain.


Skills Required:

  • Hands on experience with the risk management of a wide range of equities & equity derivatives product, as a trader, or a strat/quant embedded in trading or in risk management is mandatory
  • Strong understanding of both pricing (i.e. stochastic) and analysis (i.e. statistics) models.
  • Strong drive and desire to work in an intense team-oriented environment.
  • Ability to communicate effectively in both written and verbal English.
  • An advanced degree in a quantitative subject such as Engineering, Applied Mathematics, Physics, Software Engineering.
  • Coding experience (e.g. Python/R/Java) for the purpose of data analysis and prototyping of applications is mandatory

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.

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.

Given the continued spread of COVID-19 (coronavirus), all interviews will be conducted by phone or virtual connection to protect our candidates and employees

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Confirmed 12 hours ago. Posted 30+ days ago.

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