Morgan Stanley - Vice President - Corporate Treasury Strats

- Developing and supporting the Corporate Treasury portfolio pricing, risk management and P&L monitoring tools.

- General quantitative work, e.g., developing tools for pricing and risk-management; setting up and running scenarios; data / trade / risk analysis; investigating P&L explain issues.

- Working closely with IT on testing and integrating new models.

- Liaising with control functions (Risk, Controllers) on quantitative issues pertaining to their roles.