Client Financing Strategist (Front Desk Quant) (Hybrid)
Morgan Stanley · Montreal
About this role
The Client Financing Strats team focuses on three areas: developing pricing and risk models and systems to support client financing trading in products such as repo, bills, total return swaps, and bond forwards; implementing electronic trading algos for repo and bills and driving system development; building data analytics that improve business operation efficiency. Client Financing is seeking a Front Desk Quant/Strat in Montreal to contribute to the research and development of client financing strats, with a focus on data analytics and improvement of live risk and P&L (profit and loss) system. Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and innovating to better serve our clients and our communities in more than 40 countries around the world
Interested in joining a team that’s eager to create, innovate and make an impact on the world? Read on… What you’ll do in the role: * Drive automation of sales and trading workflows to unlock efficiency and empower smarter, faster decision-making. * Active development and production support of trading applications in a Python-based data analytics library; * Active development and production support in Scala-based risk and P&L system; * Close collaboration with operations, middle office, IT teams to improve the existing workflows of Client Financing; * Acquiring in-depth knowledge of repo markets to improve collateral allocation and funding, balance sheet management, and funding cost P&L attribution; * Establishment of a close relationship with Sales and Trading to identify P&L opportunities, propose and implement creative solutions for P&L generation; * Close collaboration with other Strats groups to consolidate resources and push for strategic business solutions. What you’ll bring to the role: * Advanced degrees in quantitative fields such as Mathematics, Statistics, Engineering, Physics or Computer Science
* Strong knowledge of constraine
Apply for this role on Morgan Stanley’s official careers site.