Credit Automated Trading Strat / Quant Researcher - Fixed Income - Vice President
Morgan Stanley · New York, NY · 1 mo ago
Finance$225k–$250k/yrFull-time
Responsibilities
- Use modern analytical tools and LLMs to improve models, speed up development, and idea generation across the desk.
- Develop and improve real-time pricing models for tens of thousands of corporate and sovereign bonds with limited and noisy input of market data.
- Identify patterns and factors driving trading flow, liquidity and market behavior and translate them into actionable signals.
- Own initiatives across the full lifecycle of electronic trading from research, modelling and back-testing to deployment and continuous performance improvement.
- Partner closely with bookrunners, strats and technology to deliver solutions.
- Enhance our back-testing and research framework to accelerate idea generation.
Qualifications
- 2–5 years of experience in a quantitative role.
- Advanced degree (PhD, Master or equivalent) in quantitative fields such as math, statistics.
- Experience applying modern technologies, including AI, to solve quantitative and modelling problems.
- Solid understanding of probability, statistics, machine learning, and optimization.
- Proficiency in Python. Familiarity with Q/Kdb+, Scala or Java is beneficial.
- Basic understanding of financial markets. Knowledge of fixed income is preferred.
- Able to explain a model to a trader, defend it to validators, and discuss implementation details with technology.
- Able to work independently while managing multiple projects simultaneously.
- Self-motivation, rigor, and tenacity.