Executive Director, Quantitative Analyst

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Morgan Stanley USA
  • 15 Feb 19

Executive Director, Quantitative Analyst

Morgan Stanley & Co. LLC seeks an Executive Director, Quantitative Analyst in New York, New York

Build quantitative and statistical models to analyze derivative products, trading activities, and market opportunities. Work with the trading desk to deliver innovative ideas using models to influence the desk's market-making business and risk management. Develop market intelligence around US options market micro-structure (such as electronic crossing auctions and optimization of fees/rebates for option algos that post/take liquidity). Develop algorithms towards automation of client flow execution/auto-quoting. Responsible for delta hedging and portfolio optimization strategies as part of the on-going effort around systematic volatility trading.


Requirements :

Requires a PhD in Statistics, Mathematics, Finance, Physics, or related quantitative field of study and five (5) years of experience in the position offered or five (5) years of experience as a Desk Strategist, Researcher, or related occupation in the financial services industry. Requires five (5) years of experience with: linear algebra; calculus; probability theory; stochastic calculus; optimization techniques including linear programming; quadratic programming and dynamic programming; data mining and statistical analysis techniques including multivariate regression and classification; time series analyses; derivatives pricing and modeling; volatility modeling and dynamics; volatility calibration and forecast; trading signal generation and backtesting; equity derivatives including vanilla options, variance swaps, volatility swaps, and volatility indices; Python, R, or Matlab; statistical packages; object oriented programming; database programming; and Unix/Linux environment.

Qualified Applicants :
To apply, visit us at http://www.morganstanley.com/about/careers/careersearch.html Scroll down and enter 3126749 as the "Job Number" and click "Search jobs." No calls please. EOE
Morgan Stanley Use Only: *LI-DNI