Morgan Stanley Internship – xVA Trader

Job Description:

The xVA business is responsible for pricing and risk managing counterparty, funding and collateral risks associated with OTC derivatives for Morgan Stanley’s Fixed Income Division. The desk coverage includes Rates, FX, Credit and Commodities OTC derivatives.

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. *LI-NF1

Job Responsibilities:

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

Job Requirements:

• Strong quantitative, analytical, and problem-solving skills
• Bachelor or Masters in a quantitative field such as Math, Engineering or Science
• Able to perform in a high paced environment, make fast decisions and prioritize as required
• Team player, enthusiastic and willing to learn.

Job Details:

Company: Morgan Stanley

Vacancy Type: Full Time

Job Location: Hong Kong, Hong Kong SAR

Application Deadline: N/A

Apply Here

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