Quant jobs / Morgan Stanley

FX Option Quantitative Strategist – Associate/Vice President

A quantitative strategist for the Hong Kong FX options business, working with the global strat team, traders, sales, structuring and IT. The role develops and maintains pricing models and desk tools.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build new FX option pricing models and improve existing ones
Help traders with deal pricing, risk, scenarios and P&L investigations
Write pricing and risk tools for hedging, trade and scenario analysis
Support model documentation and approval with controllers and model risk

What they ask for

Required

MSc or PhD in maths, physics or similar
FX option product and pricing model knowledge
Strong coding
Analytical problem solving
Communication with desk, sales and IT

Preferred

Scala or C++

Education: MSc or PhD in mathematics, physics or a similar quantitative subject.
Experience: Not stated
Languages and tools: Scala
C++
Markets: fx, options

How to prepare

Price vanilla and barrier FX options and compare Black-Scholes with a smile model
Build an FX volatility surface from market quotes
Write a P&L explain for an options book across spot, volatility and carry
Practise clean, well-tested code in Scala or C++

What to study

The Volatility Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Morgan Stanley’s site before applying: requirements, location and pay can change after we check them.

View the posting on Morgan Stanley’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Morgan Stanley and doesn’t handle applications.