Quant jobs / Morgan Stanley

Associate/VP – Prime Brokerage Strats

A strats role supporting the Asia prime brokerage pricing, delta one swap and stock loan desks with analytics and tooling. It sits on the equity side of the firm.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build reporting and analytics on client metrics for prime brokerage
Analyse how efficiently inventory is used
Develop and extend strat tools used by sales and trading
Ship quick technical changes to trading flows for traders, clients or regulators

What they ask for

Required

Bachelor's, Master's or PhD in a quantitative subject
Quantitative analysis and problem solving
Strong communication
Willingness to learn quickly and multi-task

Preferred

Python, Q/KDB+, SQL, C++, C# or Java
Optimal execution, order management and market microstructure knowledge

Education: Bachelor's, Master's or PhD in maths, statistics, physics, computer science, financial engineering or engineering.
Experience: Not stated
Languages and tools: Python
KDB+/q
SQL
C++
C#
Java
Markets: equities

How to prepare

Build a Python dashboard of client inventory and financing metrics from sample data
Learn how prime brokerage, stock loan and delta one swaps make money
Study optimal execution and basic market microstructure
Practise SQL queries over trading and position data

What to study

Apply

Read the full posting on Morgan Stanley’s site before applying: requirements, location and pay can change after we check them.

View the posting on Morgan Stanley’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Morgan Stanley and doesn’t handle applications.