TK, Fixed Income Desk Strats, Analyst up to VP

  • Competitive
  • Tokyo, Tokyo-to, Japan
  • Permanent, Full time
  • Morgan Stanley
  • 10 Dec 17 2017-12-10

See job description for details

TK Fixed Income Desk Strats are currently looking for a candidate to work on quantitative and technology challenges within the Interest Rates business.

The primary responsibility is to support the quantitative needs of the linear rates business, first and foremost JGB / Cash Trading but also the JPY Swaps Desk. Secondary responsibilities would include supporting the eFX Trading business.

The role of a Desk Strat involves :

· Developing and supporting the trading desks’ pricing, risk management and P&L monitoring tools.
· General quantitative work, e.g., developing tools for historical time series and relative value; running scenarios; investigating new yield curve construction methods; data / trade / risk analysis; investigating P&L explain issues.
· Liaising with technology teams to manage IT deliverables relevant for the desks, e.g., electronic trading tools for auto-quoting, hedging and execution.
· Working closely with IT on testing and integrating new models.
· Liaising with control functions (Risk, Controllers) on quantitative issues pertaining to their roles.


Qualifications:

The successful candidate should have:

· Some knowledge of vanilla interest rate products, e.g., bonds (preferably JGBs), swaps, cross-currency swaps, FX spot and forwards.
· Development skills, with a preference for Scala / Python and C++.
· Good communication skills, to converse with both traders and IT on technical and non-technical issues alike.
· Some knowledge of e-Trading systems is helpful but not required.

Candidates should have a background (M.Sc. / Ph.D) in a numerate discipline, such as computer science, mathematics, engineering, physics or a similar quantitative field.

Candidates should have excellent interpersonal and communication skills, being effective communicators with colleagues in different regions.

Candidates should have a good command of English; having Japanese language skills is preferable.