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The Credit Algo strats team built and run the EU Corporate Bond Algo. The algo is fully autonomous and trades and manages its own principal risk. We are responsible for the pricing models, trading engines and automated risk management of the algo.
Continue quantative development of the corporate bond trading algorithm, with initial particular focus on improving the pricing models with an aim to generating +ve PL. Responsibilities will extend to developing and improving trading engines, automated risk management and signal generation.
Skills required (essential)
Strong quantitative skills in probability, stochastic calculus, stochastic optimal control, MCMC, PDEs, numeric methods (Ph.D or MSc in Maths or Physics)
Relevant experience in electronic trading of Credit or Equity or other
Ability to carry out research and contribute to the pool of ideas
A hands-on ability in numeric analysis tools such as Python, Matlab, R and/or Mathmatica
Understanding of corporate credit products
Good communication skills
Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing and advancing individuals based on their skills and talents. #LI-MS_HS1
Internal Number: 5253549
About Morgan Stanley
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