Quant jobs / Morgan Stanley

Quantitative Strategist – Fixed Income Strats

A broad entry route into the fixed income strats group, which covers quant development, desk strategy, analytics, regulatory modelling and trading automation. Teams are spread globally, mostly in New York and London.

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.

Productionise models and maintain code libraries for pricing and risk
Build tools for traders and sales on fixed income desks
Work with technology teams to integrate new tech into pricing and risk calculations
Possibly contribute to analytics, regulatory modelling or trading automation depending on team

What they ask for

Required

Degree in a quantitative or technical area
Solid maths and problem-solving foundations
Interest in the financial industry
Good Python or other object-oriented programming
Advanced English communication

Education: Degree in a quantitative area or technology such as maths, physics or computer science.
Experience: No specific experience stated
Languages and tools: Python
Markets: fixed-income

How to prepare

Write a small pricing library in Python with tests, for example bond and swap pricing
Learn basic fixed income maths such as duration, convexity and curve building
Practise explaining a model's behaviour in clear English
Study the five strats roles to decide which suits your skills

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.