Morgan Stanley seeks a Flow Modelling Strat in London to develop diffusion models, PDE solvers, and calibration processes for exotic equity derivatives. You will work closely with traders to implement models that support pricing, hedging and risk management in a fast-paced front office environment.
The role requires a strong quantitative background with an advanced degree and deep programming in an object-oriented language.
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The Derivatives Strategy VP & Quant Modeling Lead position in the IT & Technology field is open for applications.
Our group is growing, and we are hiring a Derivatives Strategy VP & Quant Modeling Lead in Greater London, England, United Kingdom.
This opportunity is for the Derivatives Strategy VP & Quant Modeling Lead role at Morgan-Stanley.
We are seeking a motivated Derivatives Strategy VP & Quant Modeling Lead to join Morgan-Stanley in Greater London, England, United Kingdom.