Fixed Income Strategist and Modeler
New York , New York
April 01, 2016
Morgan Stanley's business around the world is supported by groups and teams with a wide variety of specialized skills. They provide information and strategic thinking to the Management Committee; help to ensure the long-term growth and efficient day-to-day functioning of our business; and serve the well-being of our shareholders, clients and employees.

The Wealth Management Strats team provides revenue-generating activities that are centered on financial analytics. Embedded Desk Strategist (Strat) teams reside within our wealth management businesses which has been expanding its mortgage business aggressively in recent years. The Mortgage Prepayment & Default Quantitative Modeler will be a part of the successful Strat support for the Wealth Management business. We are looking for a VP level prepayment/default modeler to join our fast-paced and challenging mortgage modeling effort supporting mortgage origination, trading and portfolio management, specifically for non-agency Mortgages.

Duties will include designing, fitting, implementing and detailed debugging of sophisticated econometric mortgage models in a team-oriented environment with significant growth opportunities.

Skills Required:
  • Strong programming skills required
  • Analytical skills, problem-solving skills, and detail orientation
  • Strong verbal and written communication skills
  • Ability to act as a bridge between several business areas
  • Must be a service oriented, team-player eager to assist colleagues and members of the department at all levels
  • Self-motivated, innovative, hardworking individual, who can handle changing priorities and multiple tasks in a timely fashion
  • Diligent and meticulous individual with the ability to "think outside the box"

  • Master Degree in quantitative discipline
  • 5 years of experience, Financial Industry preferred
  • Enterprise project experience working on cross-functional teams
  • Strong knowledge of Microsoft Excel, Word, and PowerPoint required
  • Fluency in C , q or Java programming languages, Perl or Python scripting languages and Statistical Packages (R, Matlab)
  • Strong Statistics & Stochastic calculus

A little about us:
Since its founding in 1935, Morgan Stanley and its people have helped redefine the meaning of financial services.

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