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Associate/Vice President, US Rates Desk Quant Strategist
Morgan Stanley. Own the development, implementation, maintenance and enhancement of front-office quantitative models covering pricing, yield curves, relative value, spreads, risk and position management .
Core Competencies
Role fitCore Competencies
Use this summary to align your resume positioning with the role.
Demonstrates expertise in developing and implementing quantitative models for pricing and risk management in fixed-income markets, with strong proficiency in Python and experience in quantitative research and strategy development.
Highest-signal resume keywords
Quantitative Strategy DevelopmentPython ProficiencyFixed-Income Market UnderstandingQuantitative Research and Back-TestingFinancial Engineering Expertise
ATS Keywords
Tailor your resumeApplicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills
Quantitative ModellingPricing AnalyticsYield Curve ModellingRisk AnalyticsMarket Microstructure AnalysisBack-TestingData AnalysisKDB/QC++Scala
Soft Skills
Problem-SolvingEffective CommunicationOwnership of Complex Problems
Certifications & Qualifications
Master's Degree in MathematicsMaster's Degree in PhysicsMaster's Degree in Computer ScienceMaster's Degree in EngineeringMaster's Degree in Financial Engineering
Industry Keywords
USD Flow Rates TradingTrading DynamicsLiquidity AnalysisExecution AnalysisMarket Data
Tech Stack
Tools & technologiesPythonScalaC++
About the role
Key responsibilities & impact- Own the development, implementation, maintenance and enhancement of front-office quantitative models covering pricing, yield curves, relative value, spreads, risk and position management
- Partner with traders to identify pricing dislocations and trading opportunities
- Develop and back-test quantitative strategies
- Translate trading needs into robust, scalable models
- Leverage market, trade and quote data to analyze liquidity, execution and market microstructure
- Develop automated monitoring of market conditions, risk and trading activity
- Collaborate with global quantitative strategy, electronic trading, technology, model development, model validation and risk control teams
- Ensure effective model integration, performance and governance
- Support the full spectrum of USD flow rates trading during Asian market hours
Requirements
What you’ll need- Master's degree or higher in mathematics, physics, computer science, engineering, financial engineering or a related quantitative or scientific discipline
- Minimum 2 years of experience in quantitative strategy, trading, quantitative research or a related role
- 5+ years of relevant experience preferred
- Strong proficiency in Python
- Experience with KDB/Q, C++ or Scala is an advantage
- Strong understanding of fixed-income markets, products and trading dynamics, preferably with experience in USD rates
- Strong foundation in financial engineering, including pricing, yield curve modelling, relative value, risk analytics and market microstructure
- Experience working with market, transaction and time-series data, including quantitative research and back-testing
- Strong problem-solving skills
- Ability to take ownership of complex quantitative problems
- Effective communication with traders and cross-functional teams in a fast-paced trading environment
Benefits
Comp & perks- Comprehensive employee benefits and perks
- Benefits and support for employees and their families throughout their work-life journey
- Equal opportunity employer committed to diversity and inclusion
- Opportunities for internal mobility across the business