Corporate Treasury Desk Strategist – Associate, Quantitative Strategists
A quantitative strategist in the Treasury part of Finance, building and supporting the models behind the firm's regulatory and internal treasury deliverables. It covers net interest income, liquidity and funding topics.
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 and maintain P&L, risk and net interest income models
- Support liquidity models and funds transfer pricing
- Develop monitoring tools for hedge accounting and treasury metrics
- Work with the business, IT and model control teams on delivery
What they ask for
Required
- PhD or Master's in statistics, finance, maths or physics
- Programming in Scala, KDB/q or C++
- About 2 years of relevant experience
- Clear communication and collaboration
- Working knowledge of a Finance function
- Education
- PhD or Master's in statistics, finance, mathematics or physics.
- Experience
- At least 2 years of relevant experience
- Languages and tools
- Markets
- fixed-income
How to prepare
- Build a net interest income projection model for a simple bank balance sheet under rate shocks
- Learn how funds transfer pricing and liquidity buffers work
- Study interest rate risk in the banking book basics
- Practise coding data-heavy models in a typed language
What to study
- Fixed Income and Interest-Rate Models
- Quantitative Risk Management
- Professional Quant Practice
- Python for Quantitative Finance
The Treasury and ALM Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
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.