IED - Derivatives Strat - Associate / VP
On-site · Paris, Île-de-France, France
Paris, Île-de-France, FranceOn-siteFull TimeSenior LevelMasters DegreeEnterprise
Type
Full Time
Level
Senior Level
Education
Masters Degree
Company size
Enterprise
Job Summary
Quantitative Strategist/Analyst for equity derivatives at Morgan Stanley, focusing on pricing/risk management model development, backtesting, data pipelines and collaboration with traders and structurers. Responsibilities include developing and enhancing quantitative models for pricing and risk, researching market dynamics to refine pricing methodologies, backtesting inventory management and trading strategies, and building analytical tools and platforms to support trading teams.
Required Qualifications
- Master’s degree or PhD in Mathematics, Statistics, Physics, Engineering, Computer Science, or a related quantitative discipline
- At least 3 years of experience in quantitative finance, preferably within equity derivatives, as a quantitative analyst, trader or financial engineer
- Solid understanding of financial markets, particularly equity derivatives products and risk metrics
- Strong foundation in stochastic calculus, pricing theory, probability and statistics
- Solid understanding and intuition of derivatives products risks and model-dependencies
- Experience with large-scale data analysis and model validation techniques
- Proficiency in Python for quantitative development
- Excellent analytical, problem-solving, and critical-thinking skills
- Strong communication skills, with the ability to collaborate effectively with teams across functions
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