Quant jobs / Morgan Stanley

Vice President – FX Options Strat

A quant on the FX options modelling team supporting the firm's FX options trading desks. The role builds and extends the pricing models for FX derivatives.

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.

Extend and maintain FX derivatives pricing models
Give desks analysis on pricing, risk and P&L
Work with IT to keep the pricing and risk framework running smoothly
Handle model control questions with Finance, Risk and Internal Audit

What they ask for

Required

MSc or PhD in a quantitative discipline
Probability and statistics
Analytical problem solving
Strong programming
Clear communication
Attention to detail

Preferred

C++
Scala

Education: MSc or PhD in a quantitative discipline.
Experience: Vice President level; years not stated
Languages and tools: C++
Scala
Markets: fx, options

How to prepare

Implement Garman-Kohlhagen pricing and Greeks for FX options
Study FX smile conventions such as risk reversals and butterflies and fit a volatility surface
Learn local-stochastic volatility models used for FX exotics
Write a pricing library in C++ or another typed language with unit 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.