FID, SPG, Agency Desk Strategist - Associate / VP

Role Overview

The Morgan Stanley Structured Products Group (SPG) Agency Strats team supports the Agency MBS trading and collateral modeling businesses. The team is responsible for developing prepayment and fundamental models, generating analytics that inform trading decisions, and maintaining desk- and client-facing tools used across the Agency platform.

We are looking for a highly motivated quant to join the SPG Agency Strats team, with a focus on Agency MBS prepayment modeling. The role offers direct exposure to the Agency trading desk and the opportunity to work on production models that impact day-to-day risk management and trading strategy.

Responsibilities Include:

• Research, develop, and deploy of MS prepayment/fundamental models

• Strong collaboration with trading desk on trading ideas generation

• Ownership and maintenance of desk and client facing projects

Skills Required

• 2+ years of relevant experience

• Strong technical skills (Q/kdb, Python, SQL, Git) for statistical and econometric analysis

• Advanced degree in a quantitative field such as Statistics, Engineering, Computer Science, Physics, or Mathematics

WHAT YOU CAN EXPECT FROM MORGAN STANLEY:

At Morgan Stanley, we raise, manage and allocate capital for our clients – helping them reach their goals. We do it in a way that’s differentiated – and we’ve done that for 90 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There’s also ample opportunity to move about the business for those who show passion and grit in their work.

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Expected base pay rates for the role will be between $150,000 - $200,000per year for Associate and $225,000 - $250,000 for Vice President , 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.

Morgan Stanley's goal is to build and maintain a workforce that is diverse in experience and background but uniform in reflecting our standards of integrity and excellence. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from all talent pools. We want to be the first choice for prospective employees.

It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law.

Morgan Stanley is an equal opportunity employer committed to diversifying its workforce (M/F/Disability/Vet).