FID, Interest Rate Strat - AS/VP at Morgan Stanley

New York, New York, United States -

Full Time

Start Date

Immediate

Expiry Date

18 Feb, 26

Salary

250000.0

Posted On

20 Nov, 25

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

C++, Scala, Python, KDB+/Q, Quantitative Analysis, Risk Management, Yield Curve Modelling, Data Analytics, Scenario Analysis, Stress Testing, Sensitivity Analysis, Fixed-Income Derivatives, Statistical Skills, Mathematical Expertise, Flow Rates Products, Optimization

Industry

Financial Services

Description

The candidate will work closely with traders on day-to-day trading needs, including pricing, valuation, hedging, and risk management. Conduct research and enhance yield curve modelling to better reflect market dynamics and business objectives especially in short end interest rates. Ongoing optimization and modernization of trader tooling and market making process. Developing data driven analytics dashboard to identify commercial opportunities. Partnering with IT to co-ordinate buildout of next generation of intraday risk management and P&L systems. Participate to desk and firm wide quant efforts, including workflow improvements, funding/IM/notional efficiency optimization. Provide quantitative insights on PnL and risks for trading desk, including but not limited to scenario analysis, stress testing, sensitivity analysis. Developing and supporting trading desks pricing, risk management and P&L monitoring tools Liaising with control functions on quantitative issues pertaining to their roles. Education: Master's or Ph.D. in a quantitative discipline (Mathematics, Physics, Computer Science, Engineering, or Financial Engineering). 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. Minimum 3 years in a desk/e-trading quant role within flow rates products, ideally in swaps. Knowledge of Fixed-Income Derivatives, including Curve building, Collateral, and Optimization Strong statistical /econometric skills and ability to analyze large datasets using KDB+/Q 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. Expected base pay rates for the role will be between $150,000 and $200,000 for Associate and between $160,000 and $250,000 for Vice President. 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

The candidate will work closely with traders on day-to-day trading needs, including pricing, valuation, hedging, and risk management. They will also conduct research and enhance yield curve modelling to better reflect market dynamics and business objectives.