Vice President, US Rates Desk Quant Strategist Greater Tokyo, Japan Area + 1 more

The Company is in search of a Desk Quant Strategist for its US Rates business, with a focus on the Asian market. The successful candidate will be responsible for the full spectrum of quantitative models that support USD flow rates trading, including those for US Treasury securities, interest rate futures, and USD interest rate swaps. This role involves direct collaboration with traders in Asia and close partnership with global teams to ensure the development and enhancement of front-office quantitative models for pricing, yield curves, risk, and position management. The Desk Quant Strategist will also be expected to identify trading opportunities, develop and back-test strategies, and ensure the effective integration and performance of models. Applicants for the Desk Quant Strategist position should hold a Master's degree or higher in a quantitative or scientific discipline and have a minimum of 2 years' experience in quantitative strategy, trading, or related roles, with a preference for those with over 5 years' experience. Strong programming skills in Python are essential, and experience with KDB/Q, C++, or Scala is advantageous. The role requires a deep understanding of fixed-income markets, particularly USD rates, and a strong foundation in financial engineering, including pricing, yield curve modeling, and risk analytics. The ideal candidate will have a proven track record in data analysis, be adept at problem-solving, and possess excellent communication skills to interact effectively in a fast-paced trading environment.

Hiring Company

Morgan Stanley