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Morgan Stanley

Manages investments and advises on financing

US Rates Desk Quant Strategist - Fixed Income Division, Associate/Vice President

Quantitative ResearchConfirmed live in the last 24 hours
Full-timeTokyo, JapanNo salary listedIn-person

About the Job

Requirements

  • A master's degree or higher in mathematics, physics, computer science, engineering, financial engineering, or a related quantitative or scientific discipline.
  • At least 2 years of experience in quantitative strategy, trading, quantitative research, or a related role.
  • Strong proficiency in Python.
  • Strong understanding of fixed-income markets, products, and trading dynamics.
  • A strong foundation in financial engineering, including pricing, yield curve modelling, relative value, risk analytics, and market microstructure.
  • Experience working with market, transaction, and time-series data, including quantitative research and back-testing.
  • Ability to take ownership of complex quantitative problems.
  • Effective communication with traders and cross-functional teams in a fast-paced trading environment.

Responsibilities

  • Own the development, implementation, maintenance, and enhancement of front-office quantitative models covering pricing, yield curves, relative value, spreads, risk, and position management.
  • Partner with traders to identify pricing dislocations and trading opportunities, develop and back-test quantitative strategies, and translate trading needs into robust, scalable models.
  • Use market, trade, and quote data to analyze liquidity, execution, and market microstructure, and develop automated monitoring of market conditions, risk, and trading activity.
  • Collaborate with global quantitative strategy, electronic trading, technology, model development, model validation, and risk control teams to support effective model integration, performance, and governance.

Desired Qualifications

  • Five or more years of relevant experience.
  • Experience in a front-office environment.
  • Experience with KDB/Q, C++, or Scala.
  • Experience with USD rates.

About the Company

Morgan Stanley

Manages investments and advises on financing

Morgan Stanley advises companies and governments on financing and manages investments for institutions, individuals, and families. Its business combines investment banking and securities trading with wealth management and an asset-management division that invests across public and private markets. Bankers arrange stock and bond sales and advise on mergers, while advisors build client portfolios and fund managers invest money under agreed strategies. The firm earns advisory and management fees, trading revenue, commissions, and interest from lending and deposits. Morgan Stanley was founded as a partnership in 1935 and is headquartered in New York City.

Company size
10,001+
Company stage
IPO
Headquarters
New York City, New York
Founded
1935

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