Structured Rates Asia, Senior Associate, Fixed Income Division
Morgan Stanley
Mumbai, , India
Quantitative modeling for interest rate derivatives
C++ programming experience
Risk management and valuation model development
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services
Job Summary
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.
The Structured Rates Asia desk trades interest rate derivatives in the Asian markets and seeks a result-oriented Associate/Senior Associate Quant with 2-4 years of experience.
The role offers opportunities to work alongside talented professionals in a supportive and inclusive environment with comprehensive employee benefits and career growth potential.
Matching Summary
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.
Skills & Requirements
Must-have
Quantitative modeling for interest rate derivatives
C++ programming experience
Risk management and valuation model development
Interest rate products knowledge
Pricing algorithm development
Profit and loss attribution analysis
Nice-to-have
Scala/Java programming experience
Strong analytical and problem-solving skills
Collaboration with control and IT groups
Communication with senior traders
Experience with model documentation and testing
Key Requirements
2-4 years quantitative finance experience
Bachelor’s degree in Engineering or Sciences
Master’s degree in Financial Engineering or related field is a plus
Experience with no-arbitrage pricing models
Understanding of caps, swaptions, Bermudan options