Structured Rates Strats, Associate/vice President

Morgan Stanley

Interest rate derivatives trading
Develop analytics tools and pricing models
Quantitative support for trading desk
Morgan Stanley is seeking an Associate/Vice President Quant with strong analytical skills to join the Asia Structured Rates strategies

Job Summary

  • Morgan Stanley is seeking an Associate/Vice President Quant with strong analytical skills to join the Asia Structured Rates strategies.
  • The new hire will be involved in developing analytics tools and pricing models for the desk.
  • The role focuses on quantitative support for the Interest Rates Options Trading desk, including model development, maintenance, and risk analysis.

Matching Summary

Morgan Stanley is seeking an Associate/Vice President Quant with strong analytical skills to join the Asia Structured Rates strategies.

Skills & Requirements

Must-have

  • Interest Rate Derivatives trading
  • Develop analytics tools and pricing models
  • Quantitative support for trading desk
  • Risk management and valuation models
  • Market models for interest rate derivatives
  • Pricing algorithm development
  • C++ experience

Nice-to-have

  • Scala/Java experience
  • Result-oriented problem solver
  • Pick required knowledge as needed
  • Collaborative and creative thinking

Key Requirements

  • 4 - 7 years of experience
  • Bachelor’s degree in Engineering or Sciences
  • Master's degree/Doctorate in Physics, Math, Computer Science or related field (Finance) preferred
  • Experience with C++
  • Demonstrable experience of writing testable code in a financial setting is ideal

Work Rights

Not specified

Tailored Resume

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