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# FX Options Strat - Fixed Income - Vice President

- **Company:** Morgan Stanley
- **Location:** New York, NY, United States
- **Salary:** $225,000.0 - $250,000.0
- **Contract:** Permanent contract
- **Skills:** C++ (Programming Language), Computer Programming
- **Published:** July 17, 2026
- **Apply:** https://www.indeed.com/viewjob?jk=d2895bc196f228e1

## About the Role

* MSc or PhD in a quantitative discipline
 * Solid mathematical foundations, especially probability theory and statistics
 * Strong analytical and problem solving skills
 * Strong programming 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

## Description

* Build, maintain, and extend the Firm's pricing models for FX derivatives
 * Provide analyses to the FX Options 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


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