Interest Rate Strat - Fixed Income - Associate / Vice President

Roles Overview US Swaps Strats team is seeking a highly skilled professional at Associate or VP level based in New York to address quantitative and technology challenges within US. Responsibilities The candidate will work closely with traders on day-to-day trading needs, including pricing, valuation, hedging, and risk management. Primary Responsibilities Conduct research and enhance yield curve modelling to better reflect market dynamics and business objectives especially in short‑end interest rates. Ongoing optimization and modernization of trader tooling and market making process. Develop data‑driven analytics dashboards to identify commercial opportunities. Partner with IT to coordinate buildout of next generation intraday risk management and P&L systems. Participate in desk and firm‑wide quant efforts, including workflow improvements and funding/IM/notional efficiency optimization. Provide quantitative insights on PnL and risks for trading desk, including scenario analysis, stress testing, and sensitivity analysis. Develop and support trading desk pricing, risk management and P&L monitoring tools. Liaise with control functions on quantitative issues pertaining to their roles. Role Requirements Education: Master’s or Ph.D. in a quantitative discipline (Mathematics, Physics, Computer Science, Engineering, or Financial Engineering). Programming skills: proficiency in C++, Scala, Python, KDB+/Q. Financial knowledge: solid understanding of liquid flow rates products. Mathematical expertise: strong foundation in calculus, linear algebra, statistics, and numerical methods for solving complex financial problems. Analytical ability: proven capability to grasp complex mathematical concepts and apply them effectively to real‑world trading scenarios. Preferred Experiences Minimum 3 years in a desk/e‑trading quant role within flow rates products, ideally in swaps. Knowledge of Fixed‑Income Derivatives, including curve building, collateral, and optimization. Strong statistical/ econometric skills and ability to analyze large datasets using KDB+/Q. Compensation & Benefits Expected base pay rates for the role will be between $150,000 and $200,000 for Associate and between $160,000 and $250,000 for Vice President. Base pay is individualized and part of a total compensation package that may include commission earnings, incentive compensation, discretionary bonuses, other short and long‑term incentive packages, and other Morgan Stanley‑sponsored benefit programs. EEO Statement Morgan Stanley is an equal opportunity employer committed to building and maintaining a workforce that is diverse in experience and background. Our recruiting efforts reflect our strong commitment to a culture of inclusion, where individuals are hired, developed, and advanced based on skills and talents. For more information, please visit: #J-18808-Ljbffr Morgan Stanley