Quant jobs / Morgan Stanley

Senior Manager – QDS Asia Strats

A strats role in the quantitative and derivative strategies group supporting the Asian sales desk with derivatives flow, basket maintenance and analytics. It mixes desk support with building Python tools.

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.

Support pricing, execution and booking of vanilla and exotic derivative client trades
Maintain and rebalance thematic, factor and regional baskets, including corporate action checks
Track basket performance and drivers for daily flow and trend reporting
Build Python and Excel tools that automate reports and desk workflows

What they ask for

Required

Quantitative degree in maths, statistics or financial engineering
4-5 years in index or quant research and index analytics
Derivatives knowledge
Python and KDB
Options behaviour and basic strategies
Strong writing and attention to detail

Preferred

Track record writing trade ideas or marketing material

Education: Degree in a quantitative discipline such as BE, BTech or an MS in maths, statistics or financial engineering.
Experience: 4-5 years in index or quant research and multi-asset index analytics
Languages and tools: Python
KDB+/q
Excel
VBA
Markets: equities, options, multi-asset

How to prepare

Build a factor or thematic basket in Python with rebalancing rules and track its performance
Learn how corporate actions such as splits and dividends change index calculations
Practise KDB/q queries to extract and aggregate daily flow data
Review option Greeks and how they evolve over time

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.