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Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 747 offices in 42 countries.
As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture. Division Profile
The Fixed Income Division is comprised of Interest Rate and Currency Products, Credit Products and Distribution.
Professionals in the Division assess and actively manages risk, trade securities, and structure as well as execute innovative transactions in the fast-paced and constantly changing global markets. The Commodities Division is a market
leader across a broad range of commodities markets, with expertise in areas including client risk management, financing solutions and investor products Sales & Trading. Primary Responsibilities
Fixed Income Macro Strategists Group is seeking a quantitative analyst with significant pricing and modelling experience of interest rates and FX products. The new hire is expected to provide quantitative support to the local Structured Rates trading business, assisting with pricing, risk management and any ad-hoc investigations that arise. The candidate will work closely with other Macro strat teams globally and is expected to contribute with new pricing and modelling ideas and technical expertise. Excellent communication and consensus building skills are needed to translate front office business needs into clear, achievable deliverables by both strategist and technology teams. Qualifications: Skills required (Essential):
• In-depth understanding of quantitative modelling, valuation and market behaviour of interest rates and FX products.
• Preferred to have specific experience with modelling of any of:
o Bermudan options / CMS
o Quanto products / Spread options / multi-process range accruals
• A minimum of 2 years of relevant experience
• Advanced degree in Mathematics, Physics or a similar quantitative field
• Strong programming skills. Specific language skills are not required but experience in Scala, Python or C++ is helpful
• Ability to communicate clearly in English.
• Practical experience with supporting of trading desks and building trading systems.
• Experience of working with, and managing deliverables of, business partners such as Technology and Finance is helpful