Morgan Stanley & Co., LLC seeks a Vice President in New York, New YorkAs a desk strategist, work on building libraries and tools for pricing and risk analysis of interest rate products.Research and prototype quantitative models and numerical methods for risk management and hedging strategies. Implement mathematical and statistical models and design unit tests. Work with traders, controllers and technology teams to implement marking and pricing tools.Salary: Expected base pay rates for the role will be between $240,000 and $250,000 per year at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.Requirements:Requires a Master's degree in Computer Science, Financial Engineering, or a related degree and three (3) years of experience in the position offered or three (3) years as a Strategy Analyst, Software Developer, or a related role. Requires three (3) years of experience with: interest rate derivative pricing and risk analysis models; designing and building pricing models for fixed income products; designing and implementing models for interest rate risk analysis; designing and implementing systems for PNL calculation and explanation; building pricing and quoting system for fixed income products using object-oriented programming languages including Java and Scala; building and back-testing regression models for analysis of financial market data; and building tools and visualization for statistical analysis in Python. Requires two (2) years of experience with: applying numerical programming skills to solve mathematical problems. Requires one (1) year of experience with: developing real-time algorithmic trading system; and developing hedging strategies using probability and mathematical models.Qualified Applicants:To apply, visit us at https://ms.taleo.net/careersection/2/jobsearch.ftl?lang=en Scroll down and enter 3229490as the "Job Number" and click "Search jobs."No calls please.EOEMorgan Stanley Use Only:*LI-DNI
