Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.
As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.
The Fixed Income Division is comprised of Interest Rate and Currency Products, Credit Products and Distribution. Professionals in the Division assess and actively manages risk, trade securities, and structure as well as execute innovative transactions in the fast-paced and constantly changing global markets. The Commodities Division is a market leader in energy, metals, and agricultural product trading worldwide whose professionals trade in both physical and derivative commodity risk.
The Securitized Products Group (SPG) is seeking a highly talented and motivated prepayment/default modeler to join our fast-paced and challenging mortgage modeling effort. Duties will include designing, fitting, implementing and detailed debugging of sophisticated econometric mortgage models in a team-oriented environment with significant growth opportunities.
A graduate degree in a technical discipline (e.g. statistics, computer science, physics, math) Experience building Agency Mortgages prepayment model Experience working with large datasets Highly-developed quantitative skills Strong programming skills (C++/Java/Q/R/Python) Ability to discuss and market ideas and model results with both internal and external clients; strong communication skill Experience with numerical computing and computational linear algebra or optimization
Internal Number: 5556241
About Morgan Stanley USA
eFinancialCareers is a career site specializing in financial services.