Vice President, Strats
Morgan Stanley
_Morgan Stanley & Co. LLC seeks a Vice President, Strats__in New York, NY_
Develop algorithmic index strategies. Work closely with traders, salesmen, and structurers to research and improve algorithmic strategies for derivatives products. Clean and backfill data for back-testing. Implement and back-test algorithmic strategies with Java and Python programming. Maintain production indices on a daily basis. Analyze risks in traders’ books. Generate index performance reports for clients.
_Salary_: Expected base pay rates for the role will be between $250,000 and $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.
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_Requirements_:
Requires a Master’s degree in Finance, Financial Engineering, or a related field of study and two (2) years of experience in the position offered or two (2) years as an Associate, Quantitative Analyst, or related occupation in the technology field. Requires two (2) years of experience with: Python or Java. Requires one (1) year of experience with: quantitative finance including efficient market hypothesis; statistical learning and data-mining techniques including PCA, logistic regression, regularization, cross- validation, and random forest; and large scale data analysis and predictive modeling. Requires any amount of experience with: C ; Fama-French factor models, futures, options, and fixed income derivative valuations; mathematical analysis for financial products.
_Qualified Applicants_:
To apply, visit us at https://ms.taleo.net/careersection/2/jobsearch.ftl?lang=en Scroll down and enter 3261225 as the “Job Number” and click “Search jobs.” No calls please. EOE
**Job:** **
**Title:** *Vice President, Strats*
**Location:** *New York-New York*
**Requisition ID:** *3261225*
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