【モルガン・スタンレー】Fixed Income Division - Associate/Vice President, US Rates Desk Quant Strategist (Hong Kong/Tokyo)
仕事内容
https://morganstanley.eightfold.ai/careers/job/549800804080?domain=morganstanley.com&hl=en
The US Rates business is seeking a Desk Quant Strategist based in Hong Kong or Tokyo to take ownership of quantitative models supporting the full spectrum of USD flow rates trading during Asian market hours, as part of Morgan Stanley's global USD Rates franchise.
The role covers a broad range of products, including US Treasury securities (nominal bonds, Treasury Bills, TIPS and FRNs), Treasury and short-term interest rate futures, and USD interest rate swaps. The strategist will work directly with traders in Asia and collaborate closely with teams across New York and EMEA.
As a Desk Quant Strategist, you will:
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, and translate trading needs into robust, scalable models.
Leverage market, trade and quote data to analyze liquidity, execution and market microstructure, and 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 to ensure effective model integration, performance and governance.
応募資格(必須経験など)
Qualifications, Skills, and Requirements
• Education: Master's degree or higher in mathematics, physics, computer science, engineering, financial engineering or a related quantitative or scientific discipline.
• Experience: Minimum 2 years of experience in quantitative strategy, trading, quantitative research or a related role, preferably in a front-office environment. 5+ years of relevant experience preferred.
• Programming Skills: Strong proficiency in Python. Experience with KDB/Q, C++ or Scala is an advantage.
• Financial Knowledge: Strong understanding of fixed-income markets, products and trading dynamics, preferably with experience in USD rates.
• Quantitative Expertise: Strong foundation in financial engineering, including pricing, yield curve modelling, relative value, risk analytics and market microstructure.
• Data Analysis: Experience working with market, transaction and time-series data, including quantitative research and back-testing.
• Analytical and Communication Skills: Strong problem-solving skills, ability to take ownership of complex quantitative problems, and effective communication with traders and cross-functional teams in a fast-paced trading environment.