VP, Fixed Income Quant & Algo Strategy

Morgan-Stanley; Greater London; On-site; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Flexible working

Employee benefits

Job summary

Morgan Stanley in London is seeking an experienced eRates Strategist to design and implement electronic trading algorithms for government bonds and interest rate swaps. You will develop quantitative models for alpha signal research, pricing, hedging, and risk management.

The role requires strong foundations in statistics, Python, and the ability to translate complex ideas into practical solutions. Collaboration with traders, tech teams, and risk management is essential, with a culture that

Qualifications

• Strong foundation in probability, statistics, and data analysis.
• Proficiency in Python; experience with q/kdb+ and Java is a plus.
• Experience in quantitative research, particularly alpha signal research.
• Ability to translate trading ideas and business requirements into quantitative problems.
• Strong communication and collaboration with traders, tech, and risk teams.
• Self-motivated, rigorous, and able to manage multiple projects independently.
• Knowledge of fixed income, gov't bonds, and/or rate swaps.
• Advanced degree in a quantitative discipline (math/stats/CS/engineering).

Responsibilities

• Design and implement electronic trading algorithms for government bonds and interest rate swaps.
• Develop statistical and machine learning models for alpha signal research, pricing, hedging, and risk management.
• Build tools for performance tracking and monitoring of algorithms and models.

Skills

Probability

Statistics

Data analysis

Python

q/kdb+

Java

Quant research

Alpha signals

Communication

Collaboration

Independent work

Fixed income

Government bonds

Interest rate swaps

Education

Advanced quantitative degree

Tools

q/kdb+

Job description

Morgan Stanley in London is seeking an experienced eRates Strategist to design and implement electronic trading algorithms for government bonds and interest rate swaps. You will develop quantitative models for alpha signal research, pricing, hedging, and risk management.

The role requires strong foundations in statistics, Python, and the ability to translate complex ideas into practical solutions. Collaboration with traders, tech teams, and risk management is essential, with a culture that