Proficiency in probability statistics and linear regression
The role involves developing clean, well-designed code to backtest trading strategies and building tools for systematic market making book management
Job Summary
The role involves developing clean, well-designed code to backtest trading strategies and building tools for systematic market making book management.
Strategists collaborate closely with the ETF trading desk to support daily data needs and generate visualizations for real-time decision-making.
Morgan Stanley offers a superior foundation for professional growth with comprehensive employee benefits and a culture rooted in integrity and excellence.
Matching Summary
The role involves developing clean, well-designed code to backtest trading strategies and building tools for systematic market making book management.
Salary
Base: $150,000 - $200,000 per year; Bonus/Equity: Commission earnings, incentive compensation, discretionary bonuses; Benefits: Comprehensive employee benefits and perks
Skills & Requirements
Must-have
Advanced degree in quantitative subject
Strong programming skills in Java Python or C++
Proficiency in probability statistics and linear regression
Nice-to-have
Knowledge of ETF macro products and financing rates
Familiarity with machine learning models
Experience with convex optimization techniques
Key Requirements
Advanced degree in Engineering Applied Mathematics Physics or Software Engineering
Strong quantitative modeling skills
Effective written and verbal communication in English