Morgan Stanley-posted 6 days ago
$150,000 - $250,000/Yr
Full-time • Mid Level
New York, NY
5,001-10,000 employees

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 1,200 offices in 43 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. The Fixed Income Division is comprised of Interest Rate and Currency Products, Credit Products 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. The Commodities Division is a market leader in energy, metals, and agricultural product trading worldwide whose professional’s trade in both physical and derivative commodity risk. We are seeking an experienced and motivated individual to join our eFX Strats team in New York. The role involves Working with the team to research and develop long-term alpha signals. Research and develop pricing and hedging models for the core market making business This position requires a strong quantitative background and the ability to drive projects independently while communicating effectively with senior management and trading desks. A proven track record of alpha generation and monetization is essential.

  • Research, develop, back test new alpha signals.
  • Build pricing and hedging models and analytics for the desk.
  • Liaising with technology teams to manage IT deliverables.
  • Liaising with control functions, providing responses to their enquiries.
  • Proven prior experience in eFX spot market making, alpha generation and systematic-strategies management.
  • Advanced degree (MSc. / PhD) in a numerate discipline, such as computer science, mathematics, engineering, physics or a similar quantitative field.
  • Big data analysis is a requirement.
  • Strong programming skills in Python; familiarity with KDB/q is advantageous.
  • Excellent communication skills and experience within a front-office environment.
  • Proven track record of independent project management.
  • Machine learning and AI is advantageous.
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