Quantitative Research - Rates - Vice President

Quantitative Research - Rates - Vice PresidentJob Description

The Rates QR team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products toplex derivative deals, as well as improve the performance of algorithmic trading strategies and promote advanced electronic solutions to our clients worldwide. If you are passionate, curious and ready to make an impact, we are looking for you.

Job summary:

As a Quantitative Developer in Quantitative Research Rates team, you will be providing modelling solutions to the Rates business. Your work willbine classical quant finance with solid software engineering to deliver best-in-class models to the trading desk.

Quantitative Research (QR) is an expert quantitative modelling group in Morgan, as well as a leader in financial engineering, data analytics, statistical modelling and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls.

Job responsibilities:

Develop advanced analytical and risk management models and capability Implement these models in our quant library and trading/risk platforms, carrying out testing and writing documentation Deliver these models to production Work closely with traders and wider quant team to solve problems and identify opportunities

Required qualifications, capabilities, and skills:
You have experience in a front-office derivatives trading environment; You have outstanding analytical and problem-solving abilities You demonstrate good written and oralmunication; You demonstrate strong coding and software engineering skills with a passion for technical excellence You have professional Python/C++ development experience You demonstrate exposure to derivatives pricing theory and standard model
Preferred qualifications, capabilities, and skills:
Deep understanding of derivatives pricing theory and standard model; Experience with SecDB / Beacon (or similar)
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