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Fixed Income Desk Strats, Asia

Morgan Stanley
Singapore, Singapore
Closing date
Jun 16, 2023

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Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Company Profile

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 747 offices in 42 countries

As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.

Department Profile

The Fixed Income Division (FID) is comprised of Interest Rate and Currency Products, Credit Products, Commodities and Distribution. Professionals in the Division assess and actively manage risk, trade securities, and structure as well as execute innovative transactions in the fast-paced and constantly changing global markets.

Asia Fixed Income Desk Strats are currently looking for a candidate to work on quantitative and technology challenges within the Macro Flow business.

The primary responsibility would be to research and implement new models for curve calibration and efficient risk calculation, as well as to meet desk support requirements for G10 rates businesses in the region.

The role of a Desk Strat involves:
  • Developing and supporting the trading desks' pricing, risk management and P&L monitoring tools.
  • General quantitative work, e.g., developing tools for pricing, risk-management and historical analysis; setting up and running scenarios; investigating model assumptions; data / trade / risk analysis; investigating P&L explanation issues.
  • Working closely with IT on testing and integrating new models.
  • Liaising with control functions (Risk, Controllers) on quantitative issues pertaining to their roles.


The successful candidate should have:
  • Understanding of (or, ideally, some practical experience of) linear IR/FX products
  • Specific experience with Libor fallbacks and IRS market conventions is a plus.
  • Development skills, with a preference for some of Scala or C++.
  • Good communication skills, to converse with both traders and IT on technical and non-technical issues alike.
  • Strong background of Mathematics or a similar quantitative field
  • Commercial attitude & ability to work independently

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