Associate Quant – Structured Rates, Fixed Income (Asia)

About the role

Morgan Stanley is looking for an Associate Quant to join its Asia Structured Rates desk. The role focuses on developing analytics, pricing models and risk tools for interest‑rate derivatives across the Fixed Income division.

Key responsibilities

• Provide quantitative support to the Interest Rates Options trading desk.
• Develop, maintain and enhance valuation and risk‑management models for interest‑rate derivatives.
• Build and improve pricing algorithms, assess model limitations and monitor daily P&L attribution.
• Automate routine tasks and model change analysis using C++ and Scala.
• Collaborate with control, model‑risk and IT groups to ensure model certification, documentation and compliance.
• Design and implement stress‑test and scenario analysis tools for the trading portfolio.

Required profile

• 1‑4 years of quantitative experience in finance.
• Bachelor’s degree in Engineering, Sciences or a related field; Master’s in Financial/Computational Engineering is a plus.
• Strong understanding of interest‑rate products (caps, swaptions, Bermudan options) and no‑arbitrage pricing.

Required skills

• C++ programming
• Scala (or Java) programming

What we offer

• Competitive salary range SGD 4,500‑7,000 per month.
• Opportunity to work on cutting‑edge quantitative models within a global investment bank.