Morgan Stanley

Quantitative Model Controller - Macro

Morgan Stanley New York, NY

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Estimated pay range

Actual pay may be different — this range is estimated based on Model in New York, New York, United States at similar companies.

Base pay range

$68,000.00/yr - $111,000.00/yr
We Offer
  • Work in the Finance department of one of the world's top tier Financial Institutions and gain first-hand insight into the business
  • The opportunity to work with various financial products
  • As being part of a global team, active involvement in firm-wide valuation projects and initiatives
  • Open minded and welcoming environment, where diverse perspectives are valued
  • Continued professional development based on your career interests.
  • The ability to grow and shape your own career
  • A competitive salary and eligibility for annual bonus
You Will
  • Work on Fixed Income Macro products, serving as the lead Model Control officer for the product coverage
  • Acquire quantitative techniques and market intuition to perform analysis on often novel or unconventional trades
  • Advance existing initiatives on valuation modeling, market data collection, price generation and quality control
  • Interact with front office, risk management and financial team members located in New York, London, Budapest, Hong Kong and Tokyo
  • Review valuation and risk models, work closely with model developers
  • Understand global financial markets, following up market movements and understanding impact on the business
  • Be involved in project work as required on new systems and functionality enhancements
Team Profile: Morgan Stanley Valuation Control provide an 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 the most complex structured and derivative transactions. The team leverages its diverse quantitative skill set and intimate product expertise to act as a guardian and approver of valuation methodology. The group's key clients are senior trading management and senior Finance management.

The team is mandated to perform an independent valuation assessment on the diverse range of financial products. This process involves the certification of models and their valuation methodologies, testing for adherence to such methodologies, evaluating internal valuation marks against external benchmarks, identification and resolution of valuation discrepancies, and communicating a valuation assessment to senior management. The team is also involved in the continuous enhancements of the valuation control infrastructure with a view towards global and cross-product standardization.

About us: Morgan Stanley provides a superior foundation for building a professional career - a place to learn, grow and achieve. You will be exposed to a truly international and multi-cultural environment that appreciates and respects who you are as a person.

Our state-of-the-art offices in the City Centre have been designed to maximise collaboration.

There are various employee offers such as discount theatre tickets, dry cleaning service and many more.

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 opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing and advancing individuals based on their skills and talents.

You Have
  • 10+ years of experience
  • Strong Analytical / Quantitative skills
  • Work effectively under pressure when confronted with tight deadlines
  • Solid relationship management and influencing skills
  • Skillset in financial engineering, mathematics, physics, engineering or another technical degree a plus
  • Prior experience working in a global or multi-national role a plus
  • Good understanding of IT and systems
  • Work effectively as a member of a team or independently
  • Fluency in English
Posting Date

Jan 21, 2022

Primary Location

Americas-United States of America-New York-New York

Education Level

Bachelor's Degree

Job

Finance

Employment Type

Full Time

Job Level

Vice President
  • Seniority level

    Not Applicable
  • Employment type

    Full-time
  • Job function

    Project Management, Finance, and Analyst
  • Industries

    Financial Services, Investment Banking, and Investment Management

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