Quant jobs / Morgan Stanley

Vice President – Equity Derivatives Strat (Flow Modelling)

A front-office modeller on the equity derivatives risk and modelling team, building and supporting the models that value and hedge exotic and hybrid products. The team sits next to sales and trading.

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 and extend diffusion models, PDE solvers and calibration routines for exotic equity products
Price new and unusual structures alongside traders
Ship model improvements into the production pricing library
Automate pricing, booking and tooling for the derivatives flow business

What they ask for

Required

Advanced degree in a quantitative subject
Equity derivatives modelling knowledge
Strong object-oriented programming in a front-office library
Probability and numerical analysis
Stochastic calculus and PDEs
Ability to work in an intense team

Preferred

Corporate derivatives experience

Education: Advanced degree in engineering, applied mathematics, physics or software engineering is mandatory.
Experience: Vice President level; years not stated
Markets: equities, options

How to prepare

Implement a finite-difference PDE solver for a barrier option and check it against Monte Carlo
Study local and stochastic volatility calibration to an equity option surface
Review how hybrid equity and rate products are priced
Write a clean object-oriented pricing library with tests

What to study

The Derivatives Pricing 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.