Fixed Income Division, Asia ex-Japan Interest Rate Option Strategist, Associate/VP, Hong Kong

  • Competitive
  • Hong Kong
  • Permanent, Full time
  • Morgan Stanley
  • 21 Jan 18 2018-01-21

See job description for details

Morgan Stanley (NYSE: MS) is a leading global financial services firm providing investment banking, securities, investment management and wealth management services. With offices in more than 43 countries, the Firm's employees serve clients worldwide including corporations, governments, institutions and individuals.

Institutional Securities Group (ISG)

Within ISG, Interest Rate Option Strategists (Strats) collaborate closely with Sales and Trading businesses including Equity, Fixed Income and Commodities as well as our Investment Banking businesses to provide quantitative solutions to multiple businesses.

Based in Hong Kong, Fixed Income Division (FID) is currently seeking an Interest Rate Option Strategist (Vice President) to specialize in Quantitative Model Risk and to support business activities across Asia excluding Japan.

Primary responsibilities include:

- Develop models and build tools used by Sales & Trading to efficiently price and hedge IR and hybrid option products
- Support day-to-day trading and structuring needs on pricing, valuation, and risk management
- Working closely with IT on model integration, testing, and deployment



- Master’s degree or higher in Mathematics, Physical Sciences, Engineering or related Quantitative Science field or equivalent
- Strong communication skills in English necessary
- Expertise in stochastic calculus and interest rate term structure modeling

- Experience with FX and credit hybrid modeling preferred
- Experience in interest rate option and exotics products
- Experience with EM market is a plus
- Experience in C++, Java/Scala…etc.
- Strong problem solving skills, pragmatic, think outside of box
- Work effectively under fast pace and intensive trading environment