Quantitative Analyst – Modeling Strat Team (Hybrid)

Jobinhalt

We Offer

• To work with some of the best professionals in the business - for a firm that values individual intellect as much as teamwork
• State-of-the-art offices that are designed to maximize collaboration
• Flexible working arrangements
• Enriching challenges that provide opportunity for constant learning and advancement
• An environment which is leveraging technology to its highest potential
  

Team Profile

The Institutional Equity Division (IED) is a global leader in the origination, distribution and trading of equity, equity-linked and equity-derivative securities. The Firm’s equity Sales & Trading operations provide liquidity, distribute content, and create product solutions to help our clients generate alpha. The Equity Financing Products department acts as a strategic partner to more than 800 top hedge fund managers: executing and clearing trades across asset classes, time zones, and currencies; providing financing and expertise to help manage risk and benefit from technology; and consults to help launch new funds and connect with them potential investors.

Position Description

Morgan Stanley’s Equities Derivatives division is looking for a Quantitative Analyst for the Core team within the Derivatives Strats. Derivatives Strategists are key participants, together with traders and salespeople, in the revenue-generating activities of our Sales & Trading Division. Derivatives strategists are the primary modelers for new products, and team with the traders to deliver innovative ideas using models to analyses risks and opportunities in trading books for complex derivatives.

Core Strats are responsible for implementing and improving new analytics used across the Equity Derivatives Group. They work to continuously improve the capabilities and performance of the C++/Java/Python libraries used for pricing, risk management and sundry analysis. They review all code added to these libraries and also work on testing tools and infrastructure needed to improve those endeavors.

Responsibilities

• Build cutting edge tools for trading and risk managing equity derivatives products
• Research, develop and implement new analytical tools and improve existing ones.
• Conduct analysis to optimize performance of analytics
• Create tools to assist decision making & increase efficiency in risk management and model development.
  

Skills Required

• An advanced degree in a quantitative subject such as Engineering, Applied Mathematics & Physics, Software Engineering
• Strong C++ or Java knowledge and development experience
  

Nice To Have

• Knowledge of derivatives pricing models and analytics is very helpful but not strictly required
  

About Us

Morgan Stanley is a global financial services firm and a market leader in investment banking, securities, investment management and wealth management services. At Morgan Stanley Montreal, we are shaping the future of our global business and contributing to our local community. Our team works across numerous areas.

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize 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.

All our positions are located in Montreal, Quebec.

Knowledge of French and English is required.

Spotlight on our Montreal Technology Centre: https://www.youtube.com/watch?v=oo5GaXpCwKs

• Video dated October 2019.
  

Build a career with impact. Visit morganstanley.com for more information.

Posting Date

Jun 10, 2022

Primary Location

Americas-Canada-Quebec-Montreal

Job

Investment Banking/Sales/Trading/Research

Employment Type

Full Time

Job Level

Associate