Morgan Stanley & Co. LLC seeks to support existing trading tools and build the next generation of trading tools, including e-Trading and custom mid-pricing models, quoting capabilities, and franchise monetization models.
Requirements
- FX Forwards, Futures, Swaps pricing, and risk calculation
- Interest rate curve construction
- E-Trading model research and development
- E-Trading risk management
- Python and related packages including Numpy, Pandas, Scipy, Scikit-learn, and TensorFlow
- KDB+/q
- Machine Learning
- Neural Networks
Responsibilities
- Work closely with the Trading Desk to support existing tools and build the next generation of trading tools
- Build e-Trading and custom mid-pricing models, quoting capabilities, and franchise monetization models
- Contribute to Quant efforts, including SOFR and Libor Decommission, Relative Value, and Systematic Strategies build out
- Collaborate with Strats, IT, Risk, Finance, Ops, and COO office to deliver critical projects
- Build and maintain trading tools
- Support existing trading tools
- Deliver critical projects
Other
- Master’s degree in Finance, Economics, Mathematics, or a related field of study
- Two (2) years of experience in the position offered or two (2) years as a Risk & Models Associate, Trading Consultant, or a closely related occupation
- Telecommuting permitted up to 1 day per week
- Commitment to diversity and inclusion
- Strong work-life balance
