【モルガン・スタンレー】Fixed Income Desk Strats
仕事内容
About The Division
The Fixed Income Division (FID) is comprised of Interest Rate and Currency Products, Credit Products, Commodities and Distribution. Professionals in the Division assess and actively manage risk, trade securities, and structure as well as execute innovative transactions in the fast-paced and constantly changing global markets.
Asia Fixed Income Desk Strats are currently looking for a candidate to work on quantitative and technology challenges within the Macro Flow business.
The primary responsibility would be to support the quantitative needs of the Asia Pacific Interest Rates business, especially in voice and electronic trading of AUD and JPY government bonds
Key Responsibilities
Developing and supporting the trading desks’ and sales’ pricing, risk management and P&L monitoring tools.
General quantitative work, e.g., developing tools for pricing, risk-management and historical analysis; setting up and running scenarios; investigating model assumptions; data / trade / risk analysis; investigating P&L explanation issues.
Working closely with IT on testing and integrating new models.
Liaising with control functions (Risk, Controllers) on quantitative issues pertaining to their roles.
応募資格(必須経験など)
Qualifications, Skills & Requirements
- Understanding of and/or some practical experience of linear IR/FX products
Specific experience with JPY bond trading would be a plus
Experience in electronic trading modeling, systems and/or venues would be another plus
Development skills, with a preference for some of Python, Scala, KDB and C++.
Good communication skills, to converse with both traders and IT on technical and non-technical issues alike.
A good command of English; having Japanese language skills is preferable
Strong background in mathematics, engineering, physics or a similar quantitative field
Commercial attitude & ability to work independently