FID - EU Flow Rates Strat

EU Flow Rates Strategist - Vice President Department Overview The Fixed Income Division (FID) is comprised of Interest Rate and Currency Products, Credit Products, Securitized Products, and Municipal Securities. 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. The Commodities Division is a market leader in energy, metals, and agricultural product trading worldwide whose professionals’ trade in both physical and derivative commodity risk.

About Morgan Stanley Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.

As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence, and strong team ethic. We can provide a superior foundation for building a professional career – a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.

What will you be doing?

The EU Flow Strats team focuses on three areas: developing pricing and risk models and systems to support EU flow trading in products such as EU sovereign/supranational/agency bonds, bond futures, total return swaps, and bond forwards; driving system development; and building data analytics that improve business operational efficiency.

The team is seeking an experienced candidate to contribute to the research and development effort of Flow Strats, with a focus on data analytics and improvement of the live risk and P&L system. Primary responsibilities include:

Active development and production support of trading applications in a Python-based data analytics library;

Active development and production support of a Scala-based risk and P&L system;

Close collaboration with operations, middle office, and IT teams to improve existing workflows;

Acquisition of in-depth knowledge of repo markets to improve collateral allocation and funding, balance sheet management, and funding cost P&L attribution;

Establishment of a close relationship with Sales and Trading to identify P&L opportunities, propose and implement creative solutions for P&L generation;

Close collaboration with other Strats groups to consolidate resources and push for strategic business solutions.

What we’re looking for:

Strong technical skills in programming. Scala and Python are a plus;

Strong statistical/econometric skills and ability to analyze large datasets;

Experience in risk and P&L implementation and production support;

Experience in trading application development;

Advanced degree in quantitative fields such as Mathematics, Financial Engineering, Statistics, Engineering, Physics or Computer Science;

Knowledge of Fixed Income products is a plus;

Strong communication skills (the role requires effective collaboration across a range of groups and regions;

Ability to present complex issues clearly, both verbally and in writing;

Ability to work thoughtfully, independently and manage multiple projects. Certified Persons Regulatory Requirements:

This role is deemed as a Certified role and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks.

Flexible work statement:

Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.

Internal Applicants:

Internal mobility can be a way to grow your career and realize your professional potential. Typically, you must be in your position for at least 18 months and performing satisfactorily before applying for another job at the Firm. Internal applicants can find out more regarding career navigation, mobility guidelines and policy on our employee portal by clicking here.

Equal opportunities statement:

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive…