Quantitative Desk Strategist — Fixed Income

Morgan Stanley; New York (NY); On-site; USD 150,000 - 200,000; Full time

Job summary

Morgan Stanley seeks a Quantitative Desk Strategist combining strong quantitative modeling, fixed income derivatives knowledge, and hands-on software development to build analytics and real-time risk systems for the trading desk.

The role collaborates with traders and strategists to translate market needs into scalable models and production-quality code, addressing pricing, risk, and performance across fixed income products with emphasis on reliability and fast decision support.

Qualifications

• Master’s or Ph.D. in Mathematics, Physics, Engineering, OR, Computer Science, Statistics or similar quantitative fields.
• Strong coding skills; willingness to learn Scala quickly; Python experience is a plus.
• Solid foundation in probability, statistics, numerical methods, and data modeling.
• Ability to communicate complex ideas clearly using data, mathematics, and practical examples.

Responsibilities

• Develop quantitative models and analytics for pricing, risk, inventory, market impact, and trading performance.
• Build reliable tools and workflows used directly by traders and strategists.
• Analyze large, noisy, real-time datasets to identify patterns, risks, and opportunities.
• Explain model results, assumptions, limitations, and trade-offs to both technical and non-technical audiences.
• Partner closely with traders to improve decision-making across bonds, futures, ETFs, derivatives, and related products.

Skills

Quantitative modeling

Fixed income derivatives

Software development

Python

Scala

Communication skills

Education

Master's or Ph.D. in a quantitative field

Tools

Python

Scala

C++

KDB+/Q

Distributed systems

Job description

Morgan Stanley seeks a Quantitative Desk Strategist combining strong quantitative modeling, fixed income derivatives knowledge, and hands-on software development to build analytics and real-time risk systems for the trading desk.

The role collaborates with traders and strategists to translate market needs into scalable models and production-quality code, addressing pricing, risk, and performance across fixed income products with emphasis on reliability and fast decision support.