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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.
The swap strat team develops pricing and risk management algorithms to facilitate flow rates trading in swaps, basis swaps, Fed Funds and Eurodollar Futures. Morgan Stanley is seeking an experienced candidate in New York to lead the swap strats team.
Collaboration with trading desks to identify commercial opportunities
Build pricing and risk management capabilities for US swaps business
Ongoing optimization of existing pricing and risk management systems
Collaboration with e-Rates strat team on joint projects for development of e-Swaps business
Collaboration with global swap strats and IT on strategic projects
Ongoing daily support for swaps desk and streamlining of daily processes
Coordination with control functions to maintain compliance with required standards
5+ years of experience in a rates flow quant role
Advanced degree in a quantitative field such as Mathematics, Statistics, Engineering, Physics or Computer Science
Knowledge of valuation and risk characteristics of Fixed Income products
Knowledge of curve fitting and curve calibration techniques
Ability to manage other team members and make individual contributions
Strong communication skills (the role requires effective collaboration across a range of groups and regions)
Ability to present complex issues clearly, both verbally and in writing
Strong statistical /econometric skills and ability to analyze large datasets
Internal Number: 4865714
About Morgan Stanley USA
eFinancialCareers is a career site specializing in financial services.