Morgan Stanley's Institutional Securities Group (ISG) is a remarkably broad and diversified business. We provide institutions with almost every kind of financial product and service across the world's major markets. Whether you're interested in planning complex deals; trading on the moment-to-moment movements of the capital markets; analysing the financial needs of a company or a wealthy family, Morgan Stanley is the place to be.
The electronic Rates Strats team develops pricing and trading algorithms to supports flow rates trading, in government bonds, IR-Swaps, Bond Futures, EuroDollar Futures, and TRS.
eRates is seeking an experienced candidate in New York to contribute to the research and development of algorithmic trading strategies. Primary responsibilities include:
Collaboration with trading desks to identify commercial opportunities
Ongoing optimization of existing trading strategies and research into new strategies
Continued monitoring, calibration and optimization of trading parameters
Collaboration with IT to co-ordinate critical delivery and contribute to the trading framework
Coordination with risk functions to ensure algorithms operate within risk-limits.
5+ years of experience in an electronic trading or research role
Advanced degree in a quantitative field such as Mathematics, Statistics, Engineering, Physics or Computer Science
Knowledge of Fixed Income products and Market Microstructure
Strong technical skills in object-orientated programming and experience in contributing to algorithmic trading systems
Strong statistical /econometric skills and ability to analyze large datasets
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
Ability to work thoughtfully, independently and manage multiple projects
Internal Number: 5207610
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