Structured Rates Strats, Associate/vice President

Morgan Stanley UK

Singapore, Singapore
Interest rate derivatives trading
Develop and maintain risk management models
Improve and maintain market models
The Structured Rates Asia desk trades IR derivatives in the Asian markets, focusing on quantitative support for the Interest Rates Options Trading desk

Job Summary

  • The Structured Rates Asia desk trades IR derivatives in the Asian markets, focusing on quantitative support for the Interest Rates Options Trading desk.
  • Responsibilities include developing and maintaining risk management and valuation models, improving market models, and scripting automation for routine tasks using C++ and Scala.
  • Morgan Stanley offers an environment where employees are supported and empowered, with opportunities for growth and comprehensive employee benefits.

Matching Summary

The Structured Rates Asia desk trades IR derivatives in the Asian markets, focusing on quantitative support for the Interest Rates Options Trading desk.

Skills & Requirements

Must-have

  • Interest Rate Derivatives trading
  • Develop and maintain risk management models
  • Improve and maintain market models
  • Develop pricing algorithm
  • Scripting and automation tasks
  • Quantitative finance methods

Nice-to-have

  • Result-oriented problem solver
  • Collaborative and creative thinkers
  • Passion and grit in work

Key Requirements

  • 4 - 7 years of experience
  • Bachelor’s degree in Engineering or Sciences
  • Experience with C++
  • Demonstrable experience writing testable code

Work Rights

Not specified

Tailored Resume

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