Quant jobs / Morgan Stanley

Structuring Analyst – European ABS

An entry-level role building computational models for mortgage and asset-backed securities in the securitised products group. The team works with London and New York on primary and secondary market deals.

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.

Model cash flows of existing asset-backed and mortgage-backed securities
Help design new capital structures and optimise them on third-party and in-house platforms
Analyse loan portfolios ahead of securitisation deals
Support loan portfolio sale advisory projects with the London team

What they ask for

Required

Bachelor's or Master's in finance, economics, financial maths or engineering
Strong numerical and analytical skills
Experience handling financial data
Advanced Excel
Good written and spoken English
Problem-solving ability

Preferred

Some coding, such as VBA or Python

Education: BSc or MSc in a quantitative or finance subject such as finance, economics, financial mathematics or engineering.
Experience: New graduates; the firm provides ABS training
Languages and tools: Excel
VBA
Python
Markets: credit, fixed-income

How to prepare

Learn how a securitisation waterfall allocates cash to tranches and build one in Excel
Study how prepayment and default assumptions change tranche returns
Write a Python script that projects pool cash flows under several scenarios
Read an ABS prospectus to see how structure terms translate into model inputs

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.