hero

Find Your Dream Job Today

Our mission is to help high-achieving LGBTQ+ undergraduates reach their full potential.

Asia Fixed Income Flow Rates Desk Strats, AN/AS, Fixed Income Division

Morgan Stanley

Morgan Stanley

Tokyo, Japan
Posted on Dec 12, 2024

About the Firm

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 747 offices in 42 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.

About the Role

  • Tokyo Fixed Income Flow Rates Desk Strats are currently looking for a candidate to work on quantitative and technology challenges within the Interest Rates business.
  • The primary responsibility is to support the quantitative needs of the liquid flow rates business including electronic trading in Asia pacific region.
  • The role of a Desk Strat involves:
    • Design, develop, and implement complex pricing and hedging models for liquid flow rate products, including government bonds, interest rate swaps and futures.
    • Utilize advanced mathematical techniques such as calculus, numerical methods, and optimization algorithms.
    • Work directly with trading desks to ensure models align with market conditions and business requirements, e.g., perform scenario analysis, stress testing, and sensitivity analysis using advanced quantitative methods to evaluate risk exposure, validate model assumptions as well as analyze PnL attribution.
    • Build and maintain robust analytical libraries and pricing engines using programming languages such as Python, KDB+/Q, C++, Scala
    • Collaborate closely with traders, risk managers, sales teams, technology teams and other quants to provide quantitative support and insights.

Qualifications, Skills, and Requirements

  • Education: Master’s or Ph.D. degree in a quantitative discipline such as Mathematics, Physics, Computer Science, Engineering, or Financial Engineering
  • Experience: 2-5 years of experience in a quantitative role within fixed income or structured rates at an investment bank or financial institution.
  • Technical Skills: Expert programming skills in Python, KDB+/Q, C++, Scala, or similar languages, with a focus on building scalable, efficient, and high-performance applications.
  • Financial Skills: Knowledge of liquid flow rates products, e.g., government bonds, futures, interest rate swaps and so on.
  • Mathematical Skills: Strong knowledge of calculus, linear algebra, statistics, stochastic calculus, and numerical methods for solving complex financial problems..
  • Analytical and Problem-Solving Skills: Ability to quickly grasp complex mathematical concepts and apply them effectively to real-world trading scenarios.
  • Good communication skills: Business level English and Japanese to converse with both traders and IT on technical and non-technical issues alike.

Why Morgan Stanley?

- A career with Morgan Stanley means being part of an inclusive culture that encourages diverse perspectives, innovation, and cross-collaboration to bring value to our clients. You'll find passionate people from all walks of life working together to make the world a little better every day.
- We invest in the growth and success of our people through mentorship and development programs, as well as abundant opportunities to connect with peers and senior leaders through employee-driven networks and volunteer activities.
- Your wellness and priorities outside of work are important to us. Our competitive compensation and benefits package is designed to support the diverse needs of our employees and take care of you and your family.
- Morgan Stanley is an equal opportunity employer. Our goal is to build and support a workforce that is diverse in experience and background but uniform in reflecting our standards of integrity and excellence. We are committed to support special needs or reasonable accommodations necessary to enable you to work comfortably and effectively.

- Discover our Japan Offerings: https://www.morganstanley.co.jp/ja/people/working-at-morgan-stanley
- Discover our Global Offerings: https://www.morganstanley.com/people/experienced-professionals


Our Commitment to Japan

Everything we do at Morgan Stanley is guided by our five core values: do the right thing, put clients first, lead with exceptional ideas, commit to diversity and inclusion, and give back. Since opening a representative office in Tokyo in 1970, we have been one of the largest and most active foreign financial firms in Japan providing investment banking, sales & trading, real estate, and investment management services.

Our People (English): https://www.morganstanley.com/articles/who-we-are
Our People (Japanese): https://www.morganstanley.co.jp/ja/people