Front Desk Quant/Strat: Client Financing Analytics

860 Morgan Stanley Svcs Canada Co

Montreal

Hybrid

CAD 130,000 - 180,000

Full time

2 days ago

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Job summary

Morgan Stanley in Montreal is seeking a Front Desk Quant/Strat to contribute to the research and development of client financing strategies with a focus on data analytics and live risk/P&L systems. The role involves automation of workflows, production support for Python analytics and a Scala risk/P&L system, and close collaboration with Sales, Trading and Operations.

Candidates should hold an advanced quantitative degree and have strong skills in optimization, probabilistic models, and

Qualifications

Advanced degree in Mathematics, Statistics, Engineering, Physics or Computer Science.
Strong knowledge of constrained optimization methods.
Strong knowledge of probabilistic models (PGMs, MCMC, Bayesian networks).
Excellent communication, written and verbal; ability to present complex issues clearly.

Responsibilities

Drive automation of sales and trading workflows to improve efficiency.
Develop and support Python-based data analytics library for production use.
Develop and support a Scala-based risk and P&L system in production.
Collaborate with Operations, Middle Office and IT to improve Client Financing workflows.
Understand repo markets to improve collateral allocation and funding, balance sheet management and P&L attribution.
Identify P&L opportunities with Sales and Trading and propose creative solutions.
Collaborate with other Strats groups to consolidate resources and advance business solutions.