Quant jobs / Morgan Stanley

Vice President – Quantitative Researcher, Algorithmic Trading

A researcher on the equities quant team improving the firm's electronic algorithmic trading products using high-frequency and market making ideas. The role blends rigorous research with performance-critical software.

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.

Build short-horizon prediction signals from order book and order flow data
Model queue position, fill probability and adverse selection for order placement
Build event-driven simulators on order-level data to test execution strategies
Measure execution quality with transaction cost analysis
Port successful research into low-latency production code

What they ask for

Required

3+ years of HFT, market making or algorithmic trading research
Market microstructure applied to real trading problems
C++, Java or Rust for performance code
Strong Python
Level 3 order book data experience
Event-driven simulation and backtesting
Statistical modelling and out-of-sample validation

Preferred

Execution algorithm and smart order routing research
Transaction cost analysis
Cross-asset strategy research
Modern C++ and concurrency
Very large event-level datasets

Education: Degree in computer science, maths, statistics, physics, engineering or financial engineering.
Experience: 3+ years of quantitative R&D in HFT, market making or algorithmic trading
Languages and tools: C++
Java
Rust
Python
Markets: equities

How to prepare

Build a limit order book simulator that replays order-level data and models queue position
Estimate fill probabilities and adverse selection for passive orders on public tick data
Study order book imbalance signals and test them out of sample
Profile and speed up a hot loop in C++

What to study

The HFT Quantitative Researcher 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.