LN Structured Rates Strat
From global institutions to hedge funds, investors come to Morgan Stanley for sales, trading, and market-making services in almost every type of financial instrument in all the world’s financial markets. Morgan Stanley professionals use our network and technology to provide liquidity and sophisticated analysis, to manage risk and execute reliably in the fast-changing markets.
The Fixed Income Division (FID) 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 across a broad range of commodities markets, with expertise in areas including client risk management, financing solutions and investor products Sales & Trading
Global Markets Group is the offshoring arm of Morgan Stanley’s Sales & Trading businesses in India. It covers functions across FID and Institutional Equities Division (IED) ranging from those associated with sales, trading, analytics, strats to risk management.
LN 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 Structured rates business, foremost the LN Option Desk but also FX Hybrid Trading.
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 pricing, risk-management and historical analysis; setting up and running scenarios; investigating assumptions which is used in model; data / trade / risk analysis; investigating P&L explain issues.
- Working closely with IT on testing and integrating new models.
- Liaising with control functions (Risk, Controllers) on quantitative issues pertaining to their roles.
The successful candidate should have:
- Some knowledge of structured rates products, e.g., Swaption, Bermudan, Callable Inverse floater, PRDC and so on.
- 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.
- Strong background of Mathematics.
Candidates should have a background (M.Sc. / Ph.D) in mathematics, 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.
For further information, and to apply, please visit our website via the “Apply” button below.