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Vice President, EM Credit Strat
Morgan Stanley
New York, NY, United States
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Description
JOB:
Morgan Stanley & Co. LLC seeks a Vice President, EM Credit Strat in New York, New York
Develop and implement mathematical models to price and hedge fixed income products, with the focus on the EM Credit Desk. Support the desk in day-to-day operations, making sure the Bond, Loans and CDS models used on the desk work properly, risk is being correctly assessed and provide general quantitative support. Update models whenever necessary to better reflect market conditions. Assist the desk on complex trades that require analyzing risk, capital impact, and potential return metrics. Maintain access to historical data using database software (q/Kdb), and prototype/develop tools for the desk, which might require extensive use of Bond/CDS analytics, as well as Big Data/Machine Learning techniques. Design, test and deploy algorithmic trading strategies for market making including back-testing. Identify opportunities to make the desk more efficient, e.g. automation, capital reduction, new business lines, etc. Prepare technical documentation describing derivatives models and algorithmic trading strategies. Efficiently collaborate with Strats from other teams and IT on overlapping projects.
Qualifications
Requirements:
Position requires a PhD in Mathematics, Computer Science, Physics, Engineering, or related field of study and one (1) year of experience in the position offered or one (1) year of experience as a Quantitative Strategist, Desk Strategist, Associate, Analyst, or related occupation. Employer will accept a Master’s degree and four (4) years of experience in lieu of a PhD and one (1) year of experience. Requires experience with fixed income math, credit modeling (e.g. Bonds, CDS), stochastic calculus, risk analysis, model calibration, numerical optimization techniques, Java, Scala, and KDB/q.
QUALIFIED APPLICANTS:
To apply, visit us at http://www.morganstanley.com/about/careers/careersearch.html Scroll down and enter 3084461 as the “Job Number” and click “Search jobs.” No calls please. EOE