Morgan Stanley - eFX Quantitative Strategist - Fixed Income Division

Fixed Income Division - eFX Quantitative Strategist role

About us:

Morgan Stanley is a global financial services firm and a market leader in investment banking, securities, investment management and wealth management services. At Morgan Stanley Montreal, we are shaping the future of our global business and contributing to our local community. Our team works across numerous areas.

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise 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.

Team Profile:

Morgan Stanley's Institutional Securities Group (ISG) is a remarkably broad and diversified business. We provide institutions with almost every kind of financial product and service across the world's major markets. Whether you're interested in planning complex deals; trading on the moment-to-moment movements of the capital markets; analyzing the financial needs of a company or a wealthy family, Morgan Stanley is the place to be.

The Fixed Income Division is comprised of Interest Rate and Currency Products, Credit Products and Distribution. Professionals in the Division assess and actively manages 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.

Primary Responsibilities:

- Research, implementation and calibration of new and existing spot FX electronic trading algorithms

- Continual monitoring and optimization of pricing and hedging parameters

- Development and maintenance of analytics and attributions

- Strong collaboration with IT to co-ordinate delivery and contribute to trading framework

- Strong collaboration with trading desk to facilitate improved performance

Skills Required:

- Advanced degree in a quantitative field such as Mathematics, Statistics, Physics or Computer Science

- Strong technical skills (Q/kdb, Python, R) for statistical and econometric analysis

- Experience in time series analysis and large datasets

- Strong communication (role requires effective collaboration and consensus-building across a range of functional groups)

- Analytical thinking and problem solving skills

- Ability to present complex issues clearly, both verbally and in writing

- Attention to detail and the ability to work thoughtfully and independently and manage multiple projects

Skills Desired:

- Experience in an electronic trading or research role

- Knowledge of FX products and Market Microstructure

- C++/Java Object-orientated development experience in a production financial context