Inflation Quantitative Analyst
Morgan Stanley
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Given the continued spread of COVID-19 (coronavirus), all interviews will be conducted by phone or virtual connection to protect our candidates and employees.

Morgan Stanley is looking for Quantitative Analysts to join its Structured Rates Desk Strategist team to support the London Inflation trading desk.

You will :

  • Build, maintain, improve and generally own the Firm’s pricing models for inflation derivatives
  • Provide analyses to the Inflation desk on models, pricing, risk and P&L calculations
  • Liaise with IT to ensure a smooth functioning of the pricing & risk framework
  • Produce ad hoc deliverables and reporting material #LI-AC1
  • You have :

  • MSc or PhD in a quantitative discipline
  • Solid mathematical foundations, especially probability theory and statistics
  • Strong analytical and problem solving skills
  • Strong programming skills (experience with C++ or Scala is a plus)
  • Excellent interpersonal and communication skills
  • Confident command of English
  • Self-motivated personality with high standards for quality of work, and attention to detail
  • Team Profile :

    Desk Strategists are quantitative analysts working alongside and providing quantitative support to various trading desks.

    The current opening is for a desk strategist to support the London Inflation desk’s trading, risk, reporting and regulatory needs.

    The role requires continuous direct collaboration with traders and desk strategist colleagues, understanding the market of inflation derivatives, familiarity with pricing models for inflation derivatives and writing Scala and C++ code to be used in our production environment, as well as frequent interactions with IT developers and various control functions (Finance, Risk Management) across the globe.

    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 Budapest, we are shaping the future of our global business and contributing to our local community. Our team works across numerous areas, including Technology, Mathematical Modeling, Finance, Risk Management, Operations and Data & Analytics from our new state-of-the-art offices near the Danube and our City Gate office in the heart of the city center.

    Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements.

    Speak to our recruitment team to find out more.

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

    Learn about our culture and the opportunities for professional growth at Morgan Stanley Budapest : Build a career with impact.

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