Institutional Equity Division – Associate/Vice President, Derivatives Quantitative Strategist (New York)

Front Office Derivatives Strats working on product and pricing are responsible for implementing pricing algos and supporting the data pipelines for optimal price decisions. They also look after automation of structured derivative product flow, including automated booking, along with the respective tooling for sales and trading to improve the client top-tier facilitation. The team is looking for a candidate to continue the build of our cutting-edge exotic pricing platform. Responsibilities: Work on the development of a Java and Python platform for exotic pricing Help Implementing systematic pricing methodology for exotics products Automate of the Exotics product flow, automatize the auto-quoting of derivative products Create tools to assist decision making & increase efficiency in trading Ensure robust data pipelines and produce innovative methods in pricing our automated pricing algorithms Skills Required: Very strong programming skills in Python, with good knowledge of Java to be able to support some back-end infrastructure Good understanding of the basics of exotic pricing (not from a mathematical perspective, but in terms of input/output and structure) A degree in a quantitative subject such as Engineering, Applied Mathematics, Physics, Software Engineering Drive and desire to work in an intense team-oriented environment Ability to communicate effectively in both [... source excerpt omitted ...] ise, manage and allocate capital for our clients – helping them reach their goals. We do it in a way that’s differentiated – and we’ve done that for 90 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creativ