Morgan Stanley
Fixed Income Division – Vice President, FX Options Strat (New York)
$225K–$250K
New York, New York · On-site · Director · Full-time · Posted Aug 21, 2026
- Education
- MSc or PhD in a quantitative discipline
About the job
Build and support FX derivatives pricing models and provide model, pricing, risk, and P&L analysis to FX Options trading desks.
What you'll do
- Build, maintain, and extend pricing models for FX derivatives.
- Analyze models, pricing, risk, and P&L calculations for FX Options desks.
- Coordinate with IT and control groups on the pricing and risk framework and model controls; produce ad hoc deliverables and reports.
What they ask for
- MSc or PhD in a quantitative discipline.
- Solid mathematical foundations, especially probability theory and statistics.
- Strong analytical and problem-solving skills.
- Strong programming skills.
Nice to have
- Experience with C++ or Scala.
Pay
$225,000 - $250,000 USD base salary
Tools
C++, Scala
Model-written summary · the original posting is authoritative