Morgan & Stanley posted yesterday that they are looking for an intern to join their London office as an exotic derivatives Analyst.
Position Description
- The intern will be assigned a project, with the aim of identifying and optimising small-size high-frequency trading opportunities around the core exotic book, namely;
• Investigate the composition profile of the delta-one book, with an aim to smooth re-balancings and residual risks.
• Helping monitor and test the secondary market making systems, with the ultimate aim of getting these more streamlined and efficient.
• Actively watch over the management of the exotic notes inventory positions, looking for opportune times to redeem holdings based on credit, equity and funding markets moves.
•Survey the existing early-redeemable note population and help refine the metrics for duration and basis risks.
Skills Required
• Must either have or be studying towards a Masters degree or overseas equivalent with expertise in Mathematics.
• Strong mathematical academic training.
• Strong programming skills (C++, Matlab, VBA).
• A keen interest in financial markets.
• Previous experience working in an Investment Bank desirable.
| Position Number: 70312 | Posting Date: 2010 May 24 |
| Location: United Kingdom - London | Education: Refer to Position Description |
| Position Category: Equities Sales & Trading | Experience: Not applicable in the UK and Europe |
| Position Type: Full-Time | Job Level: Analyst |
You think you got what it takes to apply?
To apply, CLICK HERE
