About the role

Senior Associate Quantitative Strategist for Morgan Stanley’s Structured Rates Asia desk. Responsible for developing and maintaining risk management, valuation, and pricing models for interest rate derivatives. Provides quantitative support to the Interest Rates Options trading desk, monitors daily P&L attribution, and ensures model risks capture market volatility. Scripts and automates routine tasks using C++ and Scala, builds tools for pricing and data-driven insights, and documents models for control group compliance. Works with control and IT groups to resolve valuation attribution issues, enhances risk management practices, and communicates key quantitative projects to senior traders. Requires 2–4 years of quantitative finance experience, strong analytical skills, and proficiency in C++, Scala/Java, and interest rate derivative pricing.

What you’ll do

Quantitative support for Interest Rates Options desk
Develop and maintain risk and valuation models
Improve market models for interest rate derivatives
Maintain pricing algorithms
Assess pricing model limits and risk effectiveness
Monitor daily P&L attribution, capture volatility
Resolve valuation attribution with control groups and IT
Certify valuation and risk models
Script and automate tasks (C++/Scala)
Build pricing, risk, data tools
Document and test models for control compliance
Respond to control group inquiries
Manage risk of trading desk portfolio
Enhance risk practices with risk dept
Support desk with next-gen tools
Explain model behavior under scenarios
Communicate projects to senior traders

What you’ll bring

Bachelor's in Engineering or Sciences

Nice to have

Master's in Financial Engineering or related field
Experience with C++ and Scala/Java
Knowledge of no-arbitrage pricing models and interest rate derivatives
Proficiency in probability theory, stochastic calculus, time series analysis, statistics, numerical techniques

Skills

Quantitative AnalysisRisk ManagementValuation ModelsPricing ModelsInterest Rate DerivativesC++ScalaJavaModel RiskStress Testing

Education

Bachelor's