Impress employers and recruiters.
Choose from hundreds of resume examples.

Target Resume Now

Tailor your resume to this Institutional Equity Division - Vice President, Derivatives Strat (London) role.

Rezi rewrites your resume against Morgan Stanley's job description. Free.

Resume score gauge reading 58 out of 100

Don't guess if your resume is good enough.

See how it scores against the Institutional Equity Division - Vice President, Derivatives Strat (London) posting at Morgan Stanley — free, in seconds.

About the Role

Morgan Stanley's Equities Derivatives division is seeking a strategist/quantitative analyst for its Risk and Modelling team. This team is responsible for maintaining, developing, and improving production models used to value and hedge exotic equity and hybrid derivatives. Flow Modelling strategists are key participants in revenue-generating and risk management activities, acting as primary modellers for new products and collaborating with traders to analyze risks and opportunities.

Responsibilities

Developing diffusion models, PDE solvers, calibration processes, and other quantitative models.
Carrying out exotic product analysis and pricings.
Rolling model improvements out to production.
Researching cutting-edge techniques and making practical use of them.
Implementing and supporting models used in derivative trading.
Automating derivative product flow, including pricing methodology, control of the pricing platform, and automated booking.
Assisting with tooling for derivative trading to improve risk management and hedging infrastructure.

Requirements

An advanced degree in a quantitative subject such as Engineering, Applied Mathematics, Physics, or Software Engineering is mandatory.
Very strong modelling skills, with knowledge of equity derivatives models.
Very strong programming skills in an object-oriented language applied within the library of a front office team.
Good knowledge of Probability, Numerical Analysis, Stochastic Calculus, Approximation theory, and Partial Differential Equation, with expertise in at least one of these subjects.
Drive and desire to work in an intense team-oriented environment.
Ability to communicate effectively in both written and verbal English.
Experience in Corporate Derivatives is a plus but not essential.

Skills

Quantitative modelling
Equity derivatives models
Object-oriented programming
Probability
Numerical Analysis
Stochastic Calculus
Approximation theory
Partial Differential Equation

Location

Global

Work Type

Flexible working opportunities available

Education Level

Advanced degree in a quantitative subject

Benefits

Attractive and comprehensive employee benefits and perks

About the Company

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 equity Sales & Trading operations provide liquidity, distribute content, and create product solutions to help clients generate alpha.
Morgan Stanley raises, manages, and allocates capital for clients, helping them reach their goals.
The company has a 90-year history.
Morgan Stanley operates in 1,200 offices across 42 countries.

Equal Opportunity

Morgan Stanley is an equal opportunity employer committed to building and maintaining a workforce that is diverse in experience and background.
Recruiting efforts reflect a strong commitment to a culture of inclusion, where individuals are hired, developed, and advanced based on their skills and talents.
The workforce reflects a broad cross-section of the global communities in which the company operates, bringing a variety of backgrounds, talents, perspectives, and experiences.