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Morgan Stanley's business around the world is supported by groups and teams with a wide variety of specialized skills. They provide information and strategic thinking to the Management Committee; help to ensure the long-term growth and efficient day-to-day functioning of our business; and serve the well-being of our shareholders, clients and employees.
From the largest global institutions to innovative new hedge funds, investors come to Morgan Stanley for sales, trading, and market-making services in almost every type of financial instruments including stocks, bonds, derivatives, foreign exchange, and commodities. Our professionals provide liquidity and content to clients around the world, actively assessing and managing risk, trading securities, and planning and executing transactions in the fast-changing markets. As the needs of our clients become increasingly complex, we often develop customized solutions.
ROLE
Morgan Stanley is looking for Quantitative Analysts to join its Latam Strats team to support the firm’s Latam Rates and FX trading which includes a full spectrum of vanilla and exotic products across major Latam currencies for both voice trading and e-trading. On this growing team, you'll have the opportunity to gain cross-asset exposure while working closely with fellow strats and traders by using your quantitative and technical skills to drive impact in the business.
Primary responsibilities include:
- Manage and support all aspects of model development through idea generation, quantitative analysis and implementation.
- Conduct analyses to improve pricing, risk and P&L calculations for Rates and FX
- Build, maintain, and extend the Firm’s pricing models
- Collaborate with trading desks to understand market conditions and identify opportunities as well as communicate findings
- Liaise with technology to ensure the pricing & risk framework functions smoothly
- Work with the Firm’s control groups (Finance, Risk, Internal Audit) on model control topics
- Produce ad hoc deliverables and reporting material
Qualifications:
- MSc or PhD in a quantitative discipline
- Solid mathematical foundations, especially probability theory and statistics
- Strong analytical and problem-solving skills
- Strong technical skills in delivering production quality code in Scala and/or C++, and/or Java.
- Excellent interpersonal and communication skills
- Experience working on models for Rates and/or FX curves and products is a strong plus
- Experience working on e-trading is a plus
- Experience working on front office environment is a plus
- Knowledge of python, KDB/Q is a plus
Expected base pay rates for the role will be between $150,000 - $200,000 per year at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.
Morgan Stanley's goal is to build and maintain a workforce that is diverse in experience and background but uniform in reflecting our standards of integrity and excellence. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from all talent pools. We want to be the first choice for prospective employees. It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law. Morgan Stanley is an equal opportunity employer committed to diversifying its workforce (M/F/Disability/Vet).
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