FID, SPG, Agency Desk Strategist - Associate / VP
About The Position
The Morgan Stanley Structured Products Group (SPG) Agency Strats team supports the Agency MBS trading and collateral modeling businesses. The team is responsible for developing prepayment and fundamental models, generating analytics that inform trading decisions, and maintaining desk- and client-facing tools used across the Agency platform. We are looking for a highly motivated quant to join the SPG Agency Strats team, with a focus on Agency MBS prepayment modeling. The role offers direct exposure to the Agency trading desk and the opportunity to work on production models that impact day-to-day risk management and trading strategy.
Requirements
- 2+ years of relevant experience
- Strong technical skills (Q/kdb, Python, SQL, Git) for statistical and econometric analysis
- Advanced degree in a quantitative field such as Statistics, Engineering, Computer Science, Physics, or Mathematics
Responsibilities
- Research, develop, and deploy of MS prepayment/fundamental models
- Strong collaboration with trading desk on trading ideas generation
- Ownership and maintenance of desk and client facing projects
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
