Associate, Equity Derivatives Valuation

Position Category: Finance/Accounting

Position Title: Associate, Equity Derivatives Valuation

Job Level: Associate

Location: USA - NY - New York

Education Required: Refer to Position Description

Position Description:
JOB

Morgan Stanley Co. LLC seeks Associate, Equity Derivatives Valuation in New York, NY to be responsible for IED Derivatives mark review and related activities, and serve as guardian and approver of valuation methodology. Provide independent valuation opinion across the entire spectrum of financial instruments within the firm's sales and trading inventory and proprietary investment portfolio, ranging from vanilla products to complex structured and derivative transactions including OTC options, Listed Equity option, Warrants, ETFs, Swaps, PERQS, Corporate Callspreads, CVA, variance swap, Cliquets, and worst of put. Perform derivative and other financial valuations using the firm's internal valuation tool, Excel, and VBA, including building macros, with respect to accounting guidelines. Review portfolio valuation, including approval of valuation methodologies, testing adherence to such methodologies, comparison of Morgan Stanley marks to external marks/benchmarks, and identification and resolution of potential pricing discrepancies. Report to the VRG (Valuation Review Group) team leader for North America Equity Derivatives Division. Summarize results and produce reports to provide valuation summary assessment to senior trading management, IDEAS Strategists, and the firm's Global Product Controllers. Enhance valuation control infrastructure with a view towards global standardization. Utilize data processing and valuation functions incorporated with Bloomberg. Conduct financial modeling to facilitate valuation and risk analysis, with respect to financial theories such as Black-Scholes, put-call parity, greeks, straddles, Long/short skew, volatility surfaces, correlations, and implied volatility. Develop valuation tools and analytic platforms.

REQUIREMENTS

Master's degree in Actuarial Science, Finance, Mathematics, Engineering, or related quantitative field or equivalent, and two (2) years of experience performing derivatives valuation, ranging from vanilla products to complex structured and derivatives transactions including options and swaps, on behalf of a global financial services institution. Prior experience must include conducting financial modeling to facilitate valuation and risk analysis, with respect to financial theories including Black-Scholes, put-call parity, greeks, straddles, volatility surfaces, correlations, and implied volatility; summarizing results and producing reports; performing financial valuations using Excel and VBA, including building macros; utilizing data processing and valuation functions incorporated with Bloomberg; and developing valuation tools and analytic platforms.

QUALIFIED APPLICANTS: Please apply through this website or e-mail your resume to efc97479@msresumes.com. NO CALLS. EOE

Skills Required:
Refer to position description

Skills Desired:
Refer to position description