New York, USA
3 days ago
FID, Structured TRS Strat - VP


Company Overview:

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.

As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.


Division Overview:

The Fixed Income Division is comprised of Credit Products, Interest Rate and Currency Products, and Distribution. Professionals in the Division assess, and actively manage risk, trade securities, and structure, as well as execute, innovative transactions in the fast-paced and constantly changing global markets.


Role Overview:

TRS Strat: VP

Morgan Stanley’s Structured Financing Desk is looking to hire a desk strat in New York to support the business in modeling, pnl attribution and risk management. The candidate would require strong analytical skills with a keen interest in derivatives pricing and analytics.


Company Overview:

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.

As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.


Division Overview:

The Fixed Income Division is comprised of Credit Products, Interest Rate and Currency Products, and Distribution. Professionals in the Division assess, and actively manage risk, trade securities, and structure, as well as execute, innovative transactions in the fast-paced and constantly changing global markets.


Role Overview:

TRS Strat: VP

Morgan Stanley’s Structured Financing Desk is looking to hire a desk strat in New York to support the business in modeling, pnl attribution and risk management. The candidate would require strong analytical skills with a keen interest in derivatives pricing and analytics.

Primary Responsibilities Qualifications

Develop and maintain risk/valuation models used by the desk and help build next generation tools for risk management and valuation.Model new payoffs to support both flow and structured business.Assess pricing model limitations and analyze effectiveness of existing risk models.Monitor daily PnL attribution, understand and capturing deal economics/payoffs and work with control groups to resolve valuation attribution issues. Work with IT groups to improve risk runs and T0 PnL calculations.Maintain certification of existing valuation and risk models.Write and maintain required documentation and testing evidence for the control groups, ensuring model testing and documentation to comply with model control standards.Respond to inquiries of the control groups and facilitate risk management solutions for the desk`s portfolio by implementing risk management tools including stress and scenario testing.Education Requirement: Master's degree in Financial Engineering, Computational Engineering, or a related field of study.

Expected base pay rates for the role will be between $200,000 - $250,000 per year at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.

Morgan Stanley's goal is to build and maintain a workforce that is diverse in experience and background but uniform in reflecting our standards of integrity and excellence. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from all talent pools. We want to be the first choice for prospective employees. It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law. Morgan Stanley is an equal opportunity employer committed to diversifying its workforce (M/F/Disability/Vet).

Primary Responsibilities Qualifications

Develop and maintain risk/valuation models used by the desk and help build next generation tools for risk management and valuation.Model new payoffs to support both flow and structured business.Assess pricing model limitations and analyze effectiveness of existing risk models.Monitor daily PnL attribution, understand and capturing deal economics/payoffs and work with control groups to resolve valuation attribution issues. Work with IT groups to improve risk runs and T0 PnL calculations.Maintain certification of existing valuation and risk models.Write and maintain required documentation and testing evidence for the control groups, ensuring model testing and documentation to comply with model control standards.Respond to inquiries of the control groups and facilitate risk management solutions for the desk`s portfolio by implementing risk management tools including stress and scenario testing.Education Requirement: Master's degree in Financial Engineering, Computational Engineering, or a related field of study.

Expected base pay rates for the role will be between $200,000 - $250,000 per year at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.

Morgan Stanley's goal is to build and maintain a workforce that is diverse in experience and background but uniform in reflecting our standards of integrity and excellence. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from all talent pools. We want to be the first choice for prospective employees. It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law. Morgan Stanley is an equal opportunity employer committed to diversifying its workforce (M/F/Disability/Vet).

false
Confirm your E-mail: Send Email