Quant jobs / Morgan Stanley

Desk Quant Strategist – US Rates (Asia Hours)

A desk quant owning the models behind USD flow rates trading in Asian hours, covering Treasuries, short-term rate futures and swaps. The role works directly with traders and with teams in New York and EMEA.

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.

Maintain and improve pricing, curve and relative value models used by the desk
Spot pricing dislocations with traders and backtest strategies that exploit them
Analyse trade and quote data for liquidity and execution quality
Build automated monitors for market conditions, risk and trading activity

What they ask for

Required

Master's or above in a quantitative subject
2+ years in quant strategy, trading or research
Strong Python
Fixed income and USD rates knowledge
Yield curve and relative value modelling
Market microstructure understanding
Time series and backtesting experience

Preferred

KDB/q
C++
Scala
5+ years of experience

Education: Master's degree or higher in maths, physics, computer science, engineering or financial engineering.
Experience: At least 2 years in quantitative strategy, trading or research; 5+ preferred
Languages and tools: Python
KDB+/q
C++
Scala
Markets: fixed-income

How to prepare

Build a Treasury curve with splines or a similar method and price a bond and a swap from it
Backtest a simple Treasury relative value spread trade with transaction costs
Learn the differences between nominal Treasuries, TIPS and FRNs
Analyse quote data in KDB/q or pandas to estimate bid-offer and liquidity

What to study

The Rates Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

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.