Asia Fixed Income Desk Strats, Associate/VP
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 747 offices in 42 countries
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. Morgan Stanley 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. Department Profile
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 Interest Rates business.
The primary responsibility is to support the quantitative needs of the Structured rates business in HK.
The role of a Desk Strat involves:
- Developing and supporting the trading desks’ 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 assumptions which is used in model; data / trade / risk analysis; investigating P&L explain issues.
- Working closely with IT on testing and integrating new models.
- Liaising with control functions (Risk, Controllers) on quantitative issues pertaining to their roles.