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Morgan Stanley
,
London, Greater London
Interest Rates Structurer - Vice President
Overview
We're looking for a candidate to fill this position in an exciting company. General knowledge of interest rates markets – you will be responsible for producing regular market updates for vanilla and exotic interest rates products and gaining an understanding of relative liquidity and trading desk appetite under changing market conditions Derivatives pricing and risking – you will be responsible for pricing and computing risks for vanilla and exotic interest rates derivatives including XVA calculations Regulatory capital and liquidity –understanding bank regulatory capital and liquidity ratios, especially regarding OTC and cleared derivatives Financial documentation –understanding ISDA derivatives and bond documentation and produce trade specific documents together with the legal team Coordinating with other teams within FID (e.g., trading, sales, strats) as well as externally (e.g., XVA, legal, credit) to ensure delivery of solutions for the firm’s clients Relevant undergraduate degree from leading universities; Track record with Interest rate structuring or related experience from a similar environment; Project experience (in any investment banking/related field); Financial modelling including interest rates derivative pricing experience; High level understanding of bank capital and liquidity ratios; Fluency in English & another language (verbal and written); Committed to delivery of highest quality work product; strong attention to detail; Proactive, self-motivated and goal oriented; Strong team player able to work effectively in a t eam environment; FCA Registered being highly advantageous.