Vice President – eRates Strat (Government Bond Signal Generation)
A strategist designing electronic trading algorithms for government bonds and interest rate swaps in the fixed income division. The focus is alpha signal research, pricing, hedging and algorithm monitoring.
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.
- Research alpha signals for government bond and swap algorithms
- Build statistical and machine learning models for pricing, hedging and risk
- Create tools that track and monitor algorithm and model performance
- Turn trader ideas into well-defined quantitative problems and ship them with technology teams
What they ask for
Required
- Probability, statistics and data analysis
- Python
- Alpha signal research experience
- Fixed income, government bond or swap knowledge
- Working with technology teams on production delivery
- Clear communication with traders and risk
- Advanced quantitative degree
Preferred
- q/kdb+
- Java
- Academic research experience
- Education
- Advanced degree in maths, statistics, physics, computer science or engineering.
- Experience
- Quantitative research experience including alpha signal work; years not stated
- Languages and tools
- Markets
- fixed-income
How to prepare
- Build and test a short-horizon return signal on government bond futures data
- Learn how to hedge a bond position with swaps or futures and measure the residual risk
- Practise writing a signal-to-production handover note
- Study basic machine learning methods for noisy financial time series
What to study
- Fixed Income and Interest-Rate Models
- Financial Machine Learning
- Quantitative Research, Data and Backtesting
- Econometrics and Financial Time Series
The Rates Quant roadmap sets out the stages for this kind of role, with free resources for each.
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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.