Quantitative Strategist - Securitized Products (Agency MBS)

Are you a developer who is also good with numbers or a math expert who likes coding? If so, this might be for you. We are looking for Quantitative Strategists for the Agency Mortgage Backed Securities desk who use their combined numerical and tech skills to support bond trading in New York. Your tasks would include: * building robust mathematical models in Python and q/kdb+ to calculate prices and risks for various bonds on a daily basis - this includes both development of the methodology, implementation, documentation and maintenance * fetching market data from different sources and generating statistical analysis with top notch visualization * answering any quantitative questions the traders or other internal clients might have * coordinating projects across the business minded traders and the tech specialist teams - we need to speak both languagesWhy join us? * a team of aces to work with * an open mind for new ideas and methodologies * high degree of freedom: no rigid ecosystems to limit your creativity, you get to choose how to solve a problem * close to the action: the work we do has a direct impact on the business making traders happy or angry - this is not the kind of back-office job barely anyone knows or cares about * flexible working hours and the possibility to work from homeYou're good at: * programming in any widespread language (Python, C++, Java, etc. * learning new technologies quickly * crunching numbers and visualizing them from different aspect * written and verbal communication in EnglishExtra awesome: * database (SQL) knowledge * Linux experience * financial knowledge or you've read Liar's Poker/The Black Swan#LI-NB1 #LI-hybrid BPMMWHAT YOU CAN EXPECT FROM MORGAN STANLEY:We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you'll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work.Certified Persons Regulatory Requirements: If this role is deemed a Certified role and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks. Flexible work statement Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more. Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.