About the Firm

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.

• Tokyo Fixed Income Flow Rates Desk Strats are currently looking for a candidate to work on quantitative and technology challenges within the Interest Rates business.
• The primary responsibility is to support the quantitative needs of the liquid flow rates business including electronic trading in Asia pacific region.
• The role of a Desk Strat involves:

• Design, develop, and implement complex pricing and hedging models for liquid flow rate products, including government bonds, interest rate swaps and futures.
• Utilize advanced mathematical techniques such as calculus, numerical methods, and optimization algorithms.
• Work directly with trading desks to ensure models align with market conditions and business requirements, e.g., perform scenario analysis, stress testing, and sensitivity analysis using advanced quantitative methods to evaluate risk exposure, validate model assumptions as well as analyze PnL attribution.
• Build and maintain robust analytical libraries and pricing engines using programming languages such as Python, KDB+/Q, C++, Scala
• Collaborate closely with traders, risk managers, sales teams, technology teams and other quants to provide quantitative support and insights.

• Education: Master's or Ph.D. degree in a quantitative discipline such as Mathematics, Physics, Computer Science, Engineering, or Financial Engineering
• Experience: 2-5 years of experience in a quantitative role within fixed income or structured rates at an investment bank or financial institution.
• Technical Skills: Expert programming skills in Python, KDB+/Q, C++, Scala, or similar languages, with a focus on building scalable, efficient, and high-performance applications.
• Financial Skills: Knowledge of liquid flow rates products, e.g., government bonds, futures, interest rate swaps and so on.
• Mathematical Skills: Strong knowledge of calculus, linear algebra, statistics, stochastic calculus, and numerical methods for solving complex financial problems..
• Analytical and Problem-Solving Skills: Ability to quickly grasp complex mathematical concepts and apply them effectively to real-world trading scenarios.
• Good communication skills: Business level English and Japanese to converse with both traders and IT on technical and non-technical issues alike.