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 role involves developing analytics tools and pricing models for the desk, 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 of routine tasks.
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
Profit and loss attribution
Scripting and automation (C++, Scala)
Model documentation and approval
Nice-to-have
Result-oriented problem solver
Pick required knowledge as needed
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++
Interest rate derivatives and modelling techniques