Associate, Interest Rates Desk Strategies, Strats and Modeling Division
Position Category: Fixed Income Sales Trading
Position Title: Associate, Interest Rates Desk Strategies, Strats and Modeling Division
Job Level: Analyst/Associate
Location: USA - NY - New York
Education Required: Refer to Position Description
Position Description:
EFinancialCareers.com Ad
JOB
Morgan Stanley Co. LLC seeks Associate, Interest Rates Desk Strategies, Strats and Modeling Division in New York, NY to apply statistics and statistical learning methods in financial applications. Develop statistical tools to analyze market dynamics and trade flow. Apply time-series tools to deal with financial time-series data (evenly-spaced and unevenly-spaced). Use optimization models to provide market-making quotes efficiently, and to create efficient hedges to better manage inventory and risk. Develop efficient optimization procedures for common financial engineering applications including interest-rate curve calibration. Apply deterministic and stochastic control theory in dynamic inventory management and dynamic pricing models, and in financial applications including quoting, market-making and hedging. Develop, test, and deploy production-quality software into the firm's production system based on the models developed. Apply principles of mathematics; probability theory/statistics; stochastic processes; partial differential equation; control theory; theoretical optimization including linear programming, quadratic programming, integer programming; and numerical optimization including Simplex method, Interior-Point method, Newton method, and BFGS method. Utilize tools and technologies including C++, Java, Scala, Linux, R, Matlab, Python, Perl, NAG library, CPLEX library, and KDB/Q. Develop and utilize pricing and risk models for interest rate swaps, and futures.
Skills Required:
REQUIREMENTS: Ph.D. degree in Operations Research, Engineering, or Applied Mathematics or related quantitative field or equivalent and two (2) years of experience applying statistics and statistical learning methods in financial applications. Prior experience must include applying time-series tools to deal with evenly-spaced and unevenly-spaced financial time-series data; developing efficient optimization procedures for common financial engineering applications including interest-rate curve calibration; applying deterministic and stochastic control theory in dynamic inventory management and dynamic pricing models; applying principles of theoretical and applied optimization, financial engineering, control theory, interest-rate models, curve calibration, time-series analysis, and risk management; and utilizing technology skills including C++, Java, Scala, Linux, R, Matlab, Python, Perl, NAG library, KDB/Q and CPLEX library.
QUALIFIED APPLICANTS: Please apply through this website or e-mail your resume to efc133356@msresumes.com. NO CALLS. EOE .
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