Morgan Stanley is seeking to improve its eFX market making business by developing long-term alpha signals and pricing and hedging models, and is looking for an experienced individual to join its eFX Strats team in New York to drive this effort.
Requirements
- Proven prior experience in eFX spot market making, alpha generation and systematic-strategies management.
- Big data analysis is a requirement. Machine learning and AI is advantageous.
- Strong programming skills in Python; familiarity with KDB/q is advantageous.
- Advanced degree (MSc. / PhD) in a numerate discipline, such as computer science, mathematics, engineering, physics or a similar quantitative field.
Responsibilities
- Research, develop, back test new alpha signals.
- Build pricing and hedging models and analytics for the desk.
- Liaising with technology teams to manage IT deliverables.
- Liaising with control functions, providing responses to their enquiries.
- Working with the team to research and develop long-term alpha signals.
- Research and develop pricing and hedging models for the core market making business
Other
- Excellent communication skills and experience within a front-office environment.
- Proven track record of independent project management.
- Advanced degree (MSc. / PhD) in a numerate discipline, such as computer science, mathematics, engineering, physics or a similar quantitative field.
- Expected to work in a fast-paced and constantly changing global market environment.
- Must be able to work effectively with senior management and trading desks.
