Senior Quantitative Valuation Model Reviewer – Equities (Vice President)

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.

• Review valuation and risk models for exotic derivatives alongside model developers
• Assess marking methodologies with front-office quants and risk
• Analyse pricing factors in complex trades and how market moves affect the book
• Allocate and review the team's monthly deliverables

What they ask for

Required

• Strong academics in finance or a quantitative field
• 6-8 years in quantitative finance, preferably equities
• Quantitative modelling of markets and products
• Ability to build internal client relationships
• Strong communication
• Experience managing 4-5 people

Education

Strong academics in finance or a quantitative discipline such as financial engineering, maths, physics or engineering.

Experience

6-8 years in a quantitative financial field, preferably equities, plus team management

Markets

equities, options

How to prepare

• Replicate the price of an autocallable or barrier note with Monte Carlo and compare to a closed-form approximation
• Study how model choice (local vs stochastic volatility) changes exotic prices
• Practise writing a valuation model review that states assumptions and limitations
• Learn how independent price verification and marking policies work

What to study

• Derivatives Pricing and Computational Finance
• Advanced Derivatives and Exotic Options
• Quantitative Risk Management
• Professional Quant Practice

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.

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