Fid, Interest Rate Strat - As/vp

Morgan Stanley

New York, US
Base: $150,000 - $250,000; bonus/equity: not speci...
Yield curve modelling
Trader tooling optimization
Data driven analytics dashboard
The candidate will work closely with traders on day-to-day trading needs, including pricing, valuation, hedging, and risk management

Job Summary

  • The candidate will work closely with traders on day-to-day trading needs, including pricing, valuation, hedging, and risk management.
  • Ongoing optimization and modernization of trader tooling and market making process.
  • Partnering with IT to co-ordinate buildout of next generation of intraday risk management and P&L systems.

Matching Summary

The candidate will work closely with traders on day-to-day trading needs, including pricing, valuation, hedging, and risk management.

Salary

Base: $150,000 - $250,000; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Yield curve modelling
  • Trader tooling optimization
  • Data driven analytics dashboard
  • Intraday risk management systems
  • PnL and risk quantitative insights
  • Pricing, risk management and P&L tools

Nice-to-have

  • Client risk management
  • Investor products sales & trading
  • Liquidity and content provision
  • Customized solutions development
  • Strong team ethic

Key Requirements

  • Master’s or Ph.D. in a quantitative discipline
  • Proficiency in C++, Scala, Python, KDB+/Q
  • Solid understanding of liquid flow rates products
  • Strong foundation in calculus, linear algebra, statistics, and numerical methods
  • Minimum 3 years in a desk/e-trading quant role

Work Rights

Not specified

Tailored Resume

Cover Letter