Commodities Quant Strat - Fixed Income - Vice President

Morgan Stanley • New York, NY

2d • Onsite

About The Position

The commodities business is looking for a quantitative strategist at the Associate level, located in New York, to support its North American Power and Gas business. The strategist will work closely with other commodities strategists, the front office trading and origination teams and IT. Responsibilities include: Develop new pricing and forecast models. Improve the existing models Setup and test of new products for trading Perform data analysis for the trading desk Work with traders and originators on deal pricing and risk management Work with market and model risk groups on model documentation and approval

Requirements

• Master or PhD degree in a quantitative subject
• 2-5 years of Commodities experience
• Coding experience, preferably in Python/C++
• User level experience with GenAI coding tools
• Good analytical, problem solving and communication skills

Responsibilities

• Develop new pricing and forecast models.
• Improve the existing models
• Setup and test of new products for trading
• Perform data analysis for the trading desk
• Work with traders and originators on deal pricing and risk management
• Work with market and model risk groups on model documentation and approval

Benefits

• commission earnings
• incentive compensation
• discretionary bonuses
• other short and long-term incentive packages
• other Morgan Stanley sponsored benefit programs

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level