Vice President, Quant Strategist

Morgan Stanley & Co. LLC seeks to fill the position of Vice President, Quant Strategist in New York, NY.

Develop trading technology solutions and web tools. Work with traders and management to design tools for risk monitoring management, pre-trade analysis, and asset-allocation.

Research and develop quantitative approaches to assess liquidity of securitized assets. Work with IT to onboard new data sets for trading desks.

Salary: Expected base pay rates for the role will be between $190000 and $250000 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.

Requirements:

Requires a Master's degree in Mathematics, Applied Mathematics, Financial Mathematics, or a related field plus three (3) years of experience in the position offered or three (3) years of experience as an Associate or a related occupation in the field. Requires three (3) years of experience with: Python; JavaScript; HTML; SQL; MATLAB; R; C++; MS Excel; Bloomberg terminal; UNIX; derivative pricing; credit portfolio models; Monte Carlo Simulation; structural models of credit risk; numerical analysis; term structure models; stochastic differential equations; and mathematical modeling.

Qualified Applicants: To apply, visit us at https://ms.taleo.net/careersection/2/jobsearch.ftl?lang=en Scroll down and enter 3244490 as the "Job Number" and click "Search jobs." No calls please. EOE