Quantitative Research - Rates Options - Analyst or Associate

Quantitative Research - Rates Options - Analyst or AssociateJob Description

Our team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions, as well as improve the performance of algorithmic trading strategies and promote advanced electronic solutions to our clients worldwide.

Job summary

As aAnalyst or Associate within Quantitative Research, Rates Options team, you'll contribute to the firm's product innovation, effective risk management, financial risk controls. You will work closely with Interest Rates Flow Option trading desks to develop statistical arbitrage strategies and other quantitative trading models.

Job responsibilities

Develop/Enhance pricers and implement them in C++/Python for pricing and risk managing derivatives Rapid prototyping of models and products; benchmark andpare results of various techniques Explain model behavior and predictions to traders and controllers, identify major sources of risk in portfolios, carry out scenario analysis, provide guidance/debug analytics Write well-formulated documents of model specification and implementation testing

Required qualifications, capabilities, and skills:
You thrive in a fast-paced environment of real-time Market pressures and easily remain focused on client needs You demonstrate quantitative and problem-solving skills as well as research skills; excellence in probability theory and numerical analysis You demonstrate proficiency in code design and programming skills, with primary focus on Python and C++ You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs You demonstrate excellentmunication skills, both verbal and written, can engage and influence partners and stakeholders You are good atmunicating concepts and ideas, also via documentation, and you are keen to defend their validity and tailor messages to different audiences You're enthusiastic about knowledge sharing and collaboration You think strategically and creatively when faced with problems and opportunities, you always look for new ways of doing thing.
Preferred qualifications, capabilities, and skills:
Masters or equivalent degree in Engineering, Mathematics, Physics,puter Science, etc. Relevant academic research publications Knowledge of interest rate products
About Us

Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations,ernments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at ourpany. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable amodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an amodation.

About the Team

Morgan'smercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations,ernments and institutions throughout the world entrust us with their business in more than 100 countries. Themercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world. Job ID 300