Summary

Vice President Quantitative Strategist in Morgan Stanley’s London equity derivatives team, developing and supporting models for pricing and hedging exotic derivatives. The role mentions flexible working arrangements, but does not specify a remote or office schedule.

Responsibilities

• Develop diffusion models and pde solvers
• Calibrate quantitative models for derivatives
• Analyze and price exotic derivatives
• Deploy model improvements into production
• Research and apply emerging quantitative techniques
• Support pricing and risk management tooling