FID XVA Strat London

XVA Strategist - London

About Morgan Stanley

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking securities investment management and wealth management services.

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. We 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.

Department Profile

The Fixed Income Division is comprised of Interest Rate and Currency Products Credit Products and Distribution. Professionals in the Division assess and actively manages risk trade securities and structure as well as execute innovative transactions in the fast-paced and constantly changing global markets. The Commodities Division is a market leader across a broad range of commodities markets with expertise in areas including client risk management financing solutions and investor products Sales & Trading.

From the largest global institutions to innovative new hedge funds investors come to Morgan Stanley for sales trading and market-making services in almost every type of financial instruments including stocks bonds derivatives foreign exchange and commodities. Our professionals provide liquidity and content to clients around the world actively assessing and managing risk trading securities and planning and executing transactions in the fast-changing markets. As the needs of our clients become increasingly complex we often develop customized solutions.

We are looking for a candidate to join the London XVA Strats team within the Fixed Income Division (FID). The role sits within the Desk Strategist organization supporting the global XVA business.

What will you be doing

The candidate will work closely with XVA strats and traders as well as with risk management controllers and technology teams. The role requires strong quantitative modelling skills and the ability to translate analytics into practical trading and risk solutions.

• Develop and maintain pricing and risk models for XVA
• Support daily trading and risk management activities (pricing hedging PnL analysis)
• Build and enhance tools used by the desk for valuation and risk
• Work closely with traders and sales to provide quantitative insights and support new business
• Partner with model risk and controllers on model validation and documentation
• Contribute to exposure simulation and portfolio-level analytics

Skills that will help you in the role:

• experience in a quantitative/front-office role
• MSc or PhD in mathematics physics engineering or similar
• Strong background in probability statistics and derivatives pricing
• Solid programming skills (C Python; Java/Scala a plus)
• Strong analytical and problem-solving skills
• Good communication skills and ability to work with trading desks

Flexible work statement:

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.

Internal Applicants:

Internal mobility can be a way to grow your career and realize your professional potential. Typically you must be in your position for at least 18months and performing satisfactorilybeforeapplying for another job at the Firm. Internal applicants can find out more regarding career navigation mobility guidelines and policy on our employee portal by clicking here.

Equal opportunities statement:

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

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WHAT YOU CAN EXPECT FROM MORGAN STANLEY:

At Morgan Stanley we raise manage and allocate capital for our clients helping them reach their goals. We do it in a way thats differentiated and weve 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 - arent just beliefs they guide the decisions we make every day to do whats best for our clients communities and more than 80000 employees in 1200 offices across 42 countries. At Morgan Stanley youll 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 creative thinkers fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey offering some of the most attractive and comprehensive employee benefits and perks in the industry. Theres also ample opportunity to move about the business for those who show passion and grit in their work.

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Certified Persons Regulatory Requirements:
If this role is deemed a Certified role and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks.

Flexible work statement
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 opportunity employer committed to building and maintaining a workforce that is diverse in experience and background. Our recruiting efforts reflect our strong commitment to a culture of inclusion where individuals are hired developed and advanced based on their skills and talents.

Our workforce reflects a broad cross-section of the global communities in which we operate bringing a variety of backgrounds talents perspectives and experiences.

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Employment Type : Full-Time
Experience: years
Vacancy: 1