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Need for - Senior Associate

1.00 to 2.00 Years   Mumbai City   11 Oct, 2022
Morgan Stanley Advantage Services Pvt Ltd
Job LocationMumbai City
EducationNot Mentioned
SalaryNot Disclosed
IndustryBanking / Financial Services
Functional AreaGeneral / Other Software
EmploymentTypeFull-time

Job Description

    * XVA Strats Quantitative Analyst We are looking for candidates to join the Mumbai XVA strat team. The XVA Desk is a unit within Fixed Income (FID) and focuses on pricing and hedging Counterparty Credit Risk. The candidate will work closely with XVA and IMM strats in Mumbai and Hong Kong and traders in Hong Kong (as well as the global team), with credit/market/model risk management, controllers and IT. The candidate will require deep understanding of high level mathematical models used for pricing financial products or mitigating risks, and also an ability to interact and cooperate with global teams. Responsibiiities:
    • Develop new pricing models and maintain and improve existing models: this will involve developing the mathematical model, scripting it as a prototype and then inserting it in the code so that IT can take it to production
    • Support the Hong Kong traders when pricing new business activity
    • Work with controllers and the model risk groups on model documentation and approval
    , * Skills Required:
    • MSc. or PhD in mathematical finance, mathematics, physics or engineering.
    • Solid mathematical foundations, especially probability theory and statistics.
    • Some experience (no more than 1-2 yrs) on a CVA quant team would be ideal
    • Strong analytical and problem solving skills.
    • Strong scripting / coding skills (Python, C++; Scala a plus)
    • Strong communication skills to interact with trading desk

Keyskills :
salesmisfixed incomenew businessqualityrisk managementcustomer relations

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