M
Fixed Income Division - Associate/Vice President, US Rates Desk Quant Strategist (Hong Kong/Tokyo)
Ms
Tokyo · jp
12h ago
76%
Strong
Job description
The US Rates business is seeking a Desk Quant Strategist based in Hong Kong or Tokyo to take ownership of quantitative models supporting the full spectrum of USD flow rates trading during Asian market hours, as part of Morgan Stanley's global USD Rates franchise. The role covers a broad range of products, including US Treasury securities (nominal bonds, Treasury Bills, TIPS and FRNs), Treasury and short-term interest rate futures, and USD interest rate swaps. The strategist will work directly with traders in Asia and collaborate closely with teams across New York and EMEA. As a Desk Quant Strategist, you will: 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. Leverage 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 ensure effective model integration, performance and governance. Qualifications, Skills, and Requirements Education: Master's degree or higher in mathematics, physics, computer science, engineering, financial engineering or a related quantitative or scientific discipline. Experience: Minimum 2 years of experience in quantitative strategy, trading, quantitative research or a related role, preferably in a front-office environment. 5+ years of relevant experience preferred. Programming Skills: Strong proficiency in Python. Experience with KDB/Q, C++ or Scala is an advantage. Financial Knowledge: Strong understanding of fixed-income markets, products and trading dynamics, preferably with experience in USD rates. Quantitative Expertise: Strong foundation in financial engineering, including pricing, yield curve modelling, relative value, risk analytics and market microstructure. Data Analysis: Experience working with market, transaction and time-series data, including quantitative research and back-testing. Analytical and Communication Skills: Strong problem-solving skills, ability to take ownership of complex quantitative problems, and effective communication with traders and cross-functional teams in a fast-paced trading environment. WHAT YOU CAN EXPECT FROM MORGAN STANLEY: At Morgan Stanley, we raise, manage and allocate capital for our clients – helping them reach their goals. We do it in a way that’s differentiated – and we’ve done that for 90 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There’s also ample opportunity to move about the business for those who show passion and grit in their work. To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser. Morgan Stanley is an equal opportunity employer committed to building and maintaining a workforce that is diverse in experience and background. Our recruiting efforts reflect our strong commitment to a culture of inclusion, where individuals are hired, developed, and advanced based on their skills and talents. Our workforce reflects a broad cross-section of the global communities in which we operate, bringing a variety of backgrounds, talents, perspectives, and experiences. For more information, please visit: https://www.morganstanley.com/people-opportunities/eeo .