xVA Trading - Fixed Income Division - Analyst/Associate

Job Description

This role includes evaluating and pricing of credit and funding as well as collateral optionality; risk-managing the existing derivative portfolio by executing trades and optimizing portfolio hedges as well as frequent communication with the sales and trading desks for general counterparty issues.

• Evaluate new transactions & price xVA for those trades.
• Risk manage trading book positions, understand risk measures, and ensure risk limits are adhered to.
• Execute transactions for hedging of xVA risks in accordance with desk procedures.
• Manage day-to-day issues of trading book; P&L review and sign-off, trade bookings, new trade fees etc.
• Provide feedback to functional groups related to derivative risks arising from ISDA terms.

Qualifications

• Bachelor or Masters in a quantitative field such as Math, Engineering or Science.
• Good understanding of Fixed Income Products (Rates, Bonds, FX, CDS...).
• Able to perform in a high paced environment, make fast decisions and prioritize as required.
• Strong quantitative, analytical, and problem-solving skills.
• Team player, enthusiastic and willing to learn.

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.