Commodities Desk Strategist, Vice President, Global Commodities Strategies Group, Fixed Income and C recruitment

Position Category: Quantitative Strategies

Position Title: Commodities Desk Strategist, Vice President, Global Commodities Strategies Group, Fixed Income and C

Job Level: Vice President

Location: USA - NY - Purchase

Education Required: Refer to Position Description

Position Description:
Morgan Stanley Capital Group Inc. seeks a Commodities Desk Strategist, Vice President, Global Commodities Strategies Group, Fixed Income and Commodities Division in Purchase, New York to build and support pricing models and valuation tools used by traders in the North American energy, power and gas markets utilizing Matlab, C++, Excel, VBA, SQL, Sybase, Perl and Jscript and various trading systems. Perform valuation/risk management, model development, trade support and infrastructure support and enhancement for complex deals and physical assets including transmission lines and power plants. Perform contract valuation involving load serving, tolls, power transmission and other exotic derivatives. Leverage statistical and stochastic calculus techniques and methodologies to analyze future cash flows, quantify the risk associated with deals, and work out hedging strategies to protect deals against unfavorable market moves. Perform derivative pricing and financial modeling and participate in model development process for new market/products and old model enhancements, where duties include analyzing available historical data and highlighting key features of the data set. Develop mathematical representation and new models in order to evaluate deals utilizing skills in probability, statistics, stochastic calculus, optimization and linear algebra. Support the trade activity of the firm from a quantitative analysis perspective. Develop a strategy testing engine to compare the performance of various trading and hedging strategies. Address quick requests from traders, including analyzing profit and loss impacts due to big market moves, working on new trade indicators to assist in decision-making processes, and developing and analyzing new trade ideas for feasibility and profitability. Generate various monthly and daily reports of the volatility and correlation marks for different locations. Enhance databases, work on process automation, and client server applications. Supervise one professional. Utilize Autosys and proprietary systems.

SALARY WORK SCHEDULE: $175,000 plus discretionary bonus, 40 hrs/wk

Skills Required:
Master's degree or foreign equivalent in Mathematics, Finance, Computer Science or a related field and four (4) years of experience building and supporting pricing models and valuation tools to support trading in the North American energy, power and gas markets utilizing C++, VBA, SQL, Sybase, Perl, Jscript and Matlab on behalf of a global financial services institution. Prior experience must include performing valuation/risk management, derivative pricing, financial modeling, contract valuation and infrastructure support for complex deals and physical assets, including transmission lines and power plants; as well as, developing strategy testing engines to compare the performance of various trading and hedging strategies.

QUALIFIED APPLICANTS Please apply through the Morgan Stanley website prior to May 9, 2012. After May 9, 2012, please e-mail your resume to ms103358@sresumes.com. NO CALLS. EOE

**The above position is eligible for employee referral reward.