Client Financing Strategist (front Desk Quant) (hybrid)

Morgan Stanley

Montreal, Quebec, Canada
On-site
Python-based data analytics library
Scala-based risk and p&l system
Constrained optimization methods
Drive automation of sales and trading workflows to unlock efficiency and empower smarter, faster decision-making

Job Summary

  • Drive automation of sales and trading workflows to unlock efficiency and empower smarter, faster decision-making.
  • Active development and production support of trading applications in a Python-based data analytics library and Scala-based risk and P&L system.
  • Acquire in-depth knowledge of repo markets to improve collateral allocation and funding, balance sheet management, and funding cost P&L attribution.

Matching Summary

Drive automation of sales and trading workflows to unlock efficiency and empower smarter, faster decision-making.

Skills & Requirements

Must-have

  • Python-based data analytics library
  • Scala-based risk and P&L system
  • constrained optimization methods
  • statistical models (PGM, MCMC, Bayesian networks)
  • analysis of large datasets

Nice-to-have

  • generative models (GANs, VAEs, GFlowNets)
  • Fixed Income products knowledge
  • Scala and Python programming skills

Key Requirements

  • Advanced degrees in quantitative fields
  • Strong knowledge of constrained optimization
  • Strong knowledge of statistical models
  • Strong communication skills
  • Ability to work independently

Work Rights

Not specified

Tailored Resume

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