Vice President, Strats

Morgan Stanley & Co. LLC seeks a Vice President, Strats in New York, NYDevelop and maintain risk/valuation models used by the desk and help build next generation tools for risk management and valuation. Model new payoffs to support both flow and structured business. Assess pricing model limitations and analyze effectiveness of existing risk models. Monitor daily Pnl attribution, understand and capture deal economics/payoffs, and work with control groups to resolve valuation and attribution issues. Work with IT groups to improve risk runs and T0 Pnl calculations. Maintain certification of existing valuation and risk models. Write and maintain required documentation and testing evidence for the control groups, ensuring model testing, and documentation to comply with model control standards. Respond to inquiries of the control groups and facilitate risk management solutions for the desk's portfolio by implementing risk management tools including stress and scenario testing.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.Requirements:Requires a Master's degree in Financial Engineering, Quantitative Finance, or a related field of study and three (3) years of experience in the position offered or three (3) years as a Quantitative Analyst, Consultant, or a closely related occupation. Requires three (3) years of experience with: building trading desk quantitative tools; building market data streaming, option pricing and risk management, and trading blotter tools; mathematical modelling, implementation, and optimization; Stochastic calculus framework modelling and implementation; Monte-Carlo simulation or numerical integration methods; C++, Python, Java, C#, and VBA; market data calibration implementation; time series analysis and modelling; analyzing and assessing projects related to pricing models, trades, and risk management; end-to-end trade-flow cycle; developing mathematical models and tools to support a trading desk, and maintaining and improving existing pricing tools and operational frameworks; pricing and risk-management strategies for complex financial derivatives contracts including interest rate derivatives and credit derivatives; regulatory risk reporting including CCAR and FRTB scenarios definition, scripting, and reconciliation.Qualified Applicants: To apply, visit us at and enter JR021160 in the search field. No calls please. EOEMinimum Salary: 250000Maximum Salary: 250000Salary Unit: Yearly

Created: 2025-10-06