Quantitative Strategist, Municipal Markets & Trading Desk

Morgan Stanley; New York (NY); On-site; USD 110,000 - 125,000; Full time

Job summary

Morgan Stanley in New York seeks a Quantitative Strategist to work with traders, researchers and engineers. You will use data and statistical analysis to identify trading ideas, assist with trades and hedging, and improve models and systems for pricing and risk.

You will organize the research environment, its software, archives, Python packages, Linux, containers and testing, contributing to both desk-facing analysis and long-term research.

Qualifications

• Bachelor’s degree in mathematics or related field.
• Strong foundation in probability and statistics.
• Proficiency in Python and ML techniques.
• Experience with data analysis and modeling for trading.
• Interest in financial markets and trading.
• Ability to work with traders and engineers.

Responsibilities

• Research and test quantitative trading strategies.
• Assist traders with complex trades and hedging decisions.
• Develop pricing and risk models for municipal bonds and derivatives.
• Analyze inventory risk, trading activity and P&L.
• Apply statistics and ML to trading, pricing, and risk management.
• Move ML/AI models into production.
• Organize and maintain quantitative models, research code, and environments.
• Communicate findings clearly to traders and stakeholders.

Skills

Python

Statistics

Machine learning

Analytical thinking

Communication

Education

Bachelor’s degree in mathematics

Tools

Linux

Git

Containers

Pandas

NumPy

kdb+/q

Job description

Morgan Stanley in New York seeks a Quantitative Strategist to work with traders, researchers and engineers. You will use data and statistical analysis to identify trading ideas, assist with trades and hedging, and improve models and systems for pricing and risk.

You will organize the research environment, its software, archives, Python packages, Linux, containers and testing, contributing to both desk-facing analysis and long-term research.