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FID - XVA Strat London

  • Job
    Full-time
    Mid & Senior Level
  • Data
    Banking & Finance
  • London
    Remote

AI generated summary

  • You must have experience in a quantitative/front-office role, an MSc or PhD, strong skills in probability, statistics, derivatives pricing, and programming (C++, Python; Java/Scala a plus).
  • You will develop pricing and risk models, support daily trading activities, enhance valuation tools, provide quantitative insights, and collaborate on model validation and portfolio analytics.

Requirements

  • 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

Responsibilities

  • 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

FAQs

What is the job title for this position?

The job title is XVA Strategist - London.

What division is this position part of?

This position is part of the Fixed Income Division (FID) at Morgan Stanley.

What qualifications are required for this role?

A MSc or PhD in mathematics, physics, engineering, or a similar field is required.

What skills are important for this role?

Important skills include strong quantitative modeling skills, a background in probability, statistics, derivatives pricing, solid programming skills (C++, Python; Java/Scala a plus), and strong analytical and problem-solving abilities.

Will the candidate collaborate with other teams?

Yes, the candidate will work closely with XVA strats, traders, risk management, controllers, and technology teams.

What type of experience is preferred for candidates?

Experience in a quantitative/front-office role is preferred.

What are the main responsibilities of this role?

Main responsibilities include developing and maintaining pricing and risk models, supporting trading and risk management activities, and working with traders to provide quantitative insights.

Is there an emphasis on diversity and inclusion at Morgan Stanley?

Yes, Morgan Stanley is committed to building and maintaining a diverse workforce and promotes a culture of inclusion.

Is internal mobility encouraged at Morgan Stanley?

Yes, internal mobility is encouraged as a way to grow your career within the firm.

How does Morgan Stanley support work-life balance?

Morgan Stanley offers flexible working arrangements to empower employees with greater freedom of choice in their work environments.

Finance
Industry
10,001+
Employees
1935
Founded Year

Mission & Purpose

Morgan Stanley mobilizes capital to help governments, corporations, institutions and individuals around the world achieve their financial goals. For over 85 years, the firm’s reputation for using innovative thinking to solve complex problems has been well earned and rarely matched. A consistent industry leader throughout decades of dramatic change in modern finance, Morgan Stanley will continue to break new ground in advising, serving and providing new opportunities for its clients. Morgan Stanley is committed to maintaining the first-class service and high standard of excellence that have always defined the firm. At its foundation are five core values — put clients first, do the right thing, lead with exceptional ideas, commit to diversity and inclusion, and give back — that guide its more than 70,000+ employees across 41 countries.