Vice President, Desk Strategist, MBS Pass-Throughs Trading, Fixed Income and Commodities Division, I recruitment

Position Category: Fixed Income Sales Trading

Position Title: Vice President, Desk Strategist, MBS Pass-Throughs Trading, Fixed Income and Commodities Division, I

Job Level: Vice President

Location: USA - NY - New York

Education Required: Bachelors Degree

Position Description:
Morgan Stanley Co. LLC seeks a Vice President, Desk Strategist, MBS Pass-Throughs Trading, Fixed Income and Commodities Division, Institutional Securities in New York, NY to support the Mortgage Pass Through trading desk by analyzing and computing risks, and conducting relative value analysis and trade idea generation by interacting with traders and research department and providing recommendations regarding trading and hedging. Conduct quantitative financial and statistical analysis including analyzing the sensitivity and correlation of mortgage pass through prices with respect to treasury securities, interest rate swaps and Eurodollar futures, and analyzing the factors that drive mortgage prepayments. Develop, support and enhance applications for mortgage pricing, hedging and risk models such as a hedge ratio calculation model for hedging and risk management; a specified pool prepayment report tool which calculates prepayment rates and generates reports on prepayment rates of various types of mortgage pools; a tool to investigate the prepayment behavior of loans at the individual loan level; and an application to generate market risks with increased accuracy utilizing programming languages Q/KDB and Matlab, databases on Unix and Windows operating systems. Manage quantitative modelers and technology resources to produce trading tools and insights. Manage a team of desk strategists who provide trading analysis, models and tools for the Mortgage Pass Through trading desk. Design, implement and test data structures and algorithms. Work with Market Risk Department and Valuation Review Group to satisfy regulatory requirements. Perform large-scale distributed computing. Build asset pricing models and perform risk computation and Monte Carlo simulation.

Skills Required:
Master's degree in Computer Science, Financial Engineering, Information Systems or a related field and four (4) years of experience applying quantitative and technical skills to design, implement and test data structures and algorithms on behalf of a global financial services organization. Prior experience must include developing, supporting and enhancing applications utilizing programming languages on Unix or Windows operating systems; performing large-scale distributed computing; building asset pricing models; designing and developing mortgage pricing, hedging and risk models to support mortgage trading; and performing risk computation and Monte Carlo simulation. In the alternative, employer will accept a Bachelor's degree and seven (7) years of experience in the above listed areas.

QUALIFIED APPLICANTS: Please apply through this website or e-mail your resume to efc109432@msresumes.com. NO CALLS. EOE