FID, FXEM Desk Strats, Singapore/Hong Kong, Associate/Vice President at Morgan Stanley

, Hong Kong, China -

Full Time

Start Date

Immediate

Expiry Date

11 Apr, 26

Salary

0.0

Posted On

11 Jan, 26

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Quantitative Analysis, Model Development, Pricing Models, Hedging Models, Yield Curve Calibration, Market Participation, Scenario Analysis, Stress Testing, Sensitivity Analysis, PnL Attribution, C++, Scala, Python, KDB+/Q, Calculus, Linear Algebra, Statistics

Industry

Financial Services

Description

About the Role The Asia Fixed Income FXEM Desk Strats team is seeking a highly skilled professional to tackle quantitative and technology challenges within the FXEM business. As a Desk Strat, you will: Design, develop, and implement advanced pricing and hedging models for flow rate products across G10 and EM currencies, such as interest rate swaps and FX swaps. Conduct research and develop models on yield curve calibration, market participation and price construction. Build and maintain analytical libraries and high-performance pricing engines. Partner closely with trading desks to ensure models reflect market dynamics and business objectives. This includes performing scenario analysis, stress testing, sensitivity analysis, validating model assumptions, and analyzing PnL attribution. Collaborate with sales, technology, risk managers, model validation, and other quants to deliver quantitative insights and solutions. Qualifications, Skills, and Requirements Education: Master’s or Ph.D. in a quantitative discipline (Mathematics, Physics, Computer Science, Engineering, or Financial Engineering). Experience: Minimum 3 years in a quantitative role within interest rates or FX businesses. Programming Skills: Proficiency in C++, Scala, Python, KDB+/Q Financial Knowledge: Solid understanding of liquid flow rates products. Mathematical Expertise: Strong foundation in calculus, linear algebra, statistics, and numerical methods for solving complex financial problems. Analytical Ability: Proven capability to grasp complex mathematical concepts and apply them effectively to real-world trading scenarios. Communication: Business-level English. WHAT YOU CAN EXPECT FROM MORGAN STANLEY: We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. 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. At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. 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. Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.

Responsibilities

As a Desk Strat, you will design, develop, and implement advanced pricing and hedging models for flow rate products. You will also conduct research and collaborate with various teams to ensure models reflect market dynamics and business objectives.