Stratège quantitatif – Taux électroniques
Morgan Stanley
Montreal, Quebec, Canada
4d ago

Company Profile

Morgan Stanley is a global financial services firm and a market leader in investment banking, securities, investment management and wealth management services.

With offices in more than 43 countries, the people of Morgan Stanley are dedicated to providing our clients the finest thinking, products and services to help them achieve even the most challenging goals.

As a market leader, the talent and passion of our people is critical to our success. We embrace integrity, excellence, team work and giving back.

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.

Department Profile :

The electronic Rates Strats team develops pricing and trading algorithms to supports flow rates trading, in government bonds, IR-Swaps, Bond Futures, EuroDollar Futures, and TRS.

Primary Responsibilities :

eRates is seeking an experienced candidate in Montreal to contribute to the research and development of algorithmic trading strategies.

Primary responsibilities include :

  • Collaboration with trading desks to identify commercial opportunities;
  • Ongoing optimization of existing trading strategies and research into new strategies;
  • Continued monitoring, calibration and optimization of trading parameters;
  • Collaboration with IT to co-ordinate critical delivery and contribute to the trading framework;
  • Co-ordination with risk functions to ensure algorithms operate within risk-limits.
  • Skills Required :

  • At least 3 years of experience;
  • Advanced degree in a quantitative field such as Mathematics, Statistics, Engineering, Physics or Computer Science;
  • Strong technical skills in programming / scripting;
  • Strong statistical / econometric skills and ability to analyze large datasets;
  • Strong communication skills (the role requires effective collaboration across a range of groups and regions);
  • Ability to present complex issues clearly, both verbally and in writing;
  • Ability to work thoughtfully, independently and manage multiple projects.
  • Nice to Have :

  • Experience in an electronic trading or research role;
  • Knowledge of Fixed Income products and Market Microstructure;
  • Experience in contributing to algorithmic trading systems
  • Knowledge of French and English is required.

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

    Spotlight on our Montreal Technology Centre : https : / / www.youtube.com / watch?v oo5GaXpCwKs

  • Video dated October 2019.
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