Associate, Strats at Morgan Stanley

New York, New York, United States -

Full Time

Start Date

Immediate

Expiry Date

11 Mar, 26

Salary

0.0

Posted On

11 Dec, 25

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

FX Forwards, Futures, Swaps Pricing, Risk Calculation, Interest Rate Curve Construction, E-Trading Model Research, E-Trading Risk Management, Python, Numpy, Pandas, Scipy, Scikit-learn, TensorFlow, KDB+/q, Machine Learning, Neural Networks

Industry

Financial Services

Description

Work closely with the Trading Desk to support existing tools and build the next generation of trading tools. Build e-Trading and custom mid-pricing models, quoting capabilities, and franchise monetization models. Contribute to Quant efforts, including SOFR and Libor Decommission, Relative Value, and Systematic Strategies build out. Collaborate with Strats, IT, Risk, Finance, Ops, and COO office to deliver critical projects. Requires a Master's degree in Finance, Economics, Mathematics, or a related field of study and two (2) years of experience in the position offered or two (2) years as a Risk & Models Associate, Trading Consultant, or a closely related occupation. Requires two (2) years of experience with: FX Forwards, Futures, Swaps pricing, and risk calculation; Interest rate curve construction; E-Trading model research and development; E-Trading risk management; Python and related packages including Numpy, Pandas, Scipy, Scikit-learn, and TensorFlow; KDB+/q; Machine Learning; Neural Networks; Data cleansing for structured datasets and regression in Python; Linear Algebra; Convex Optimization; Probability Theory; Statistics, Time-series analysis and modelling; and Stochastic calculus. Qualified Applicants: To apply, visit us at https://morganstanley.eightfold.ai/careers?source=mscom and enter JR017724 in the search field. No calls please. EOE Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work. To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from all talent pools. We want to be the first choice for prospective employees. It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law.

Responsibilities

Work closely with the Trading Desk to support existing tools and build the next generation of trading tools. Collaborate with various departments to deliver critical projects.