Morgan Stanley is looking for a Quantitative Analyst with strong quantitative and tech skills to join its FX Options Desk Strategist team in Budapest at Vice President level. This is an exciting opportunity to join a team working directly with FX Options trading across the globe.
Team Profile:
Desk strategists are key participants, together with traders and salespeople, in the revenue-generating activities of our Sales & Trading Division. The FX Options Desk Strategist team develops, implements, and supports quantitative models, algorithms, and analytics tools used by FX Options trading desks globally to calculate prices and risk sensitivities for various FX derivatives. The team is global, with people in New York, London, Budapest, and Hong Kong.
We offer:
Opportunity to work in a team of talented individuals, in a supportive and vibrant environment
Opportunity to directly interact with FX Options trading
Challenging projects that provide opportunity for constant learning and advancement
A competitive compensation and benefits package including eligibility for an annual bonus
Flexible working arrangements (core hours and opportunity to work from home)
You will:
Build, maintain, and extend the Firm’s pricing models for FX derivatives (developing code in C++ and Scala)
Gain a solid understanding of the FX derivatives market and pricing models for FX options
Provide analyses to the FX Options trading desks on models, pricing, risk and P&L calculations
Liaise with IT to ensure a smooth functioning of the pricing & risk framework
Liaise with the Firm’s control groups (Finance, Risk, Internal Audit) on model control topics
Produce ad hoc deliverables and reporting material
You have:
MSc or PhD in a quantitative discipline
Solid mathematical foundations, especially probability theory and statistics
Strong analytical and problem solving skills
Strong programming and software design skills (experience with C++ or Scala is a plus)
Excellent interpersonal and communication skills
Self-motivated personality with high standards for quality of work, and attention to detail
Experience working in a role supporting the front office is a plus
WHAT YOU CAN EXPECT FROM MORGAN STANLEY:
At Morgan Stanley, we raise, manage and allocate capital for our clients – helping them reach their goals. We do it in a way that’s differentiated – and we’ve done that for 90 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There’s also ample opportunity to move about the business for those who show passion and grit in their work.
To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser.
Certified Persons Regulatory Requirements:
If this role is deemed a Certified role and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks.
Flexible work statement
Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.
Morgan Stanley is an equal opportunity employer committed to building and maintaining a workforce that is diverse in experience and background. Our recruiting efforts reflect our strong commitment to a culture of inclusion, where individuals are hired, developed, and advanced based on their skills and talents.
Our workforce reflects a broad cross-section of the global communities in which we operate, bringing a variety of backgrounds, talents, perspectives, and experiences.
For more information, please visit: https://www.morganstanley.com/people-opportunities/eeo.
Skills Required
- MSc or PhD in a quantitative discipline
- Solid mathematical foundations, especially probability theory and statistics
- Strong analytical and problem solving skills
- Strong programming and software design skills (experience with C++ or Scala)
- Excellent interpersonal and communication skills
- Self-motivated with high standards and attention to detail
- Experience working in a role supporting the front office
Morgan Stanley Compensation & Benefits Highlights
The following summarizes recurring compensation and benefits themes identified from responses generated by popular LLMs to common candidate questions about Morgan Stanley and has not been reviewed or approved by Morgan Stanley.
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Parental & Family Support — Family support is extensive, with paid parental leave for all parents, adoption and fertility assistance, backup childcare, and eldercare resources. Feedback suggests these programs meaningfully enhance the overall package and help with retention.
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Healthcare Strength — Health coverage spans medical, dental, vision, mental‑health access, care navigation, and expert second opinions. Convenient primary care access and condition‑specific support reinforce the depth of healthcare coverage.
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Equity Value & Accessibility — Equity compensation and stock ownership are positioned as core motivators that encourage commitment and retention. Feedback suggests education and support are provided to help participants manage equity and related financial benefits.
Morgan Stanley Insights
What We Do
Morgan Stanley mobilizes capital to help governments, corporations, institutions and individuals around the world achieve their financial goals. For over 85 years, the firm’s reputation for using innovative thinking to solve complex problems has been well earned and rarely matched. A consistent industry leader throughout decades of dramatic change in modern finance, Morgan Stanley will continue to break new ground in advising, serving and providing new opportunities for its clients. Morgan Stanley is committed to maintaining the first-class service and high standard of excellence that have always defined the firm. At its foundation are five core values — putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back — that guide its more than 60,000 employees in 1,200 offices across 41 countries.
