Mumbai, Maharashtra, India
6 days ago
Manager / Senior Manager - Quantitative Strategist (Fixed Income Division)

Division: Fixed Income Division

Job Title: Quantitative Strategist

Location: Mumbai

Job Level: Manager/Senior Manager

Company Profile

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 1,200 offices in 43 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.

Department Profile

The Fixed Income Division is comprised of Interest Rate and Currency Products, Credit Products and Distribution. Professionals in the Division assess and actively manage 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 in energy, metals, and agricultural product trading worldwide whose professional’s trade in both physical and derivative commodity risk.

Background on the Team

The Fixed Income Macro desk, headquartered in Singapore, trades IR and FX derivatives in most Asian and G10 markets.

Primary Responsibilities

Morgan Stanley is seeking a Manager/Senior Manager Quant (4-6 years of experience) with strong analytical skills to join the Asia Flow Rates strategies. The new hire will be involved in developing analytics tools, and in supporting traders' daily operations for the Rates desk.

Successful candidate must be a result-oriented problem solver, who can pick required math, technical and finance knowledge as needed.

Responsibilities

This role is part of the Asia Flow Rates Desk Strat (desk quant) team, and will focus on the following areas:

Quantitative support for the Flow Rates Trading deskSupport of various Python-based reports used by the desk

o Supporting traders with trade pricing, risk management and PnL investigation.

o Development tasks where needed (Python / Scala / C )

Scripting and automation of routine tasks (e.g. model change analysis, ad-hoc risk reports)

· Developing tools for pricing, risk management and data-driven insights.

· Working with controllers and the model risk groups on model documentation and approval.

Division: Fixed Income Division

Job Title: Quantitative Strategist

Location: Mumbai

Job Level: Manager/Senior Manager

Company Profile

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 1,200 offices in 43 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.

Department Profile

The Fixed Income Division is comprised of Interest Rate and Currency Products, Credit Products and Distribution. Professionals in the Division assess and actively manage 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 in energy, metals, and agricultural product trading worldwide whose professional’s trade in both physical and derivative commodity risk.

Background on the Team

The Fixed Income Macro desk, headquartered in Singapore, trades IR and FX derivatives in most Asian and G10 markets.

Primary Responsibilities

Morgan Stanley is seeking a Manager/Senior Manager Quant (4-6 years of experience) with strong analytical skills to join the Asia Flow Rates strategies. The new hire will be involved in developing analytics tools, and in supporting traders' daily operations for the Rates desk.

Successful candidate must be a result-oriented problem solver, who can pick required math, technical and finance knowledge as needed.

Responsibilities

This role is part of the Asia Flow Rates Desk Strat (desk quant) team, and will focus on the following areas:

Quantitative support for the Flow Rates Trading deskSupport of various Python-based reports used by the desk

o Supporting traders with trade pricing, risk management and PnL investigation.

o Development tasks where needed (Python / Scala / C )

Scripting and automation of routine tasks (e.g. model change analysis, ad-hoc risk reports)

· Developing tools for pricing, risk management and data-driven insights.

· Working with controllers and the model risk groups on model documentation and approval.

Skills desired

Finance:

Understanding of pricing/modelling of linear fixed income products is essentialIRS / CCS / FX ForwardsTRS / BondsUnderstanding of pnl attribution of above productsAny experience with non-linear products is plus.

Technical:

Experience with Python is essentialFamiliarity with data science packages helpfulExperience with KDB is idealExperience with Scala and/or C is a plus

Other:

§ Excellent analytical and problem-solving skills.

§ Strong technical communication skills ability to work independently

§ Attitude of automating tasks and creating zero-intervention workflows is ideal

Demonstrable experience of writing testable code in a financial setting is ideal.

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing and advancing individuals based on their skills and talents.

Skills desired

Finance:

Understanding of pricing/modelling of linear fixed income products is essentialIRS / CCS / FX ForwardsTRS / BondsUnderstanding of pnl attribution of above productsAny experience with non-linear products is plus.

Technical:

Experience with Python is essentialFamiliarity with data science packages helpfulExperience with KDB is idealExperience with Scala and/or C is a plus

Other:

§ Excellent analytical and problem-solving skills.

§ Strong technical communication skills ability to work independently

§ Attitude of automating tasks and creating zero-intervention workflows is ideal

Demonstrable experience of writing testable code in a financial setting is ideal.

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing and advancing individuals based on their skills and talents.

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