FID, SPG, Agency Desk Strategist - Associate / VP
Morgan Stanley, New York, NY, United States
Role Overview
The Morgan Stanley Structured Products Group (SPG) Agency Strats team supports the Agency MBS trading and collateral modeling businesses. The team is responsible for developing prepayment and fundamental models, generating analytics that inform trading decisions, and maintaining desk- and client‑facing tools used across the Agency platform. We are looking for a highly motivated quant to join the SPG Agency Strats team, with a focus on Agency MBS prepayment modeling. The role offers direct exposure to the Agency trading desk and the opportunity to work on production models that impact day-to-day risk management and trading strategy.
Responsibilities
Research, develop, and deploy MS prepayment/fundamental models
Strong collaboration with trading desk on trading ideas generation
Ownership and maintenance of desk and client‑facing projects
Skills Required
2+ years of relevant experience
Strong technical skills (Q/kdb, Python, SQL, Git) for statistical and econometric analysis
Advanced degree in a quantitative field such as Statistics, Engineering, Computer Science, Physics, or Mathematics
Compensation Expected base pay rates for the role will be between
$150,000 - $200,000
per year for
Associate
and
$225,000 - $250,000
for
Vice President , at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long‑term incentive packages, and other Morgan Stanley sponsored benefit programs.
Equal Employment Opportunity It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law. Morgan Stanley is an equal opportunity employer committed to diversifying its workforce (M/F/Disability/Vet).
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Responsibilities
Research, develop, and deploy MS prepayment/fundamental models
Strong collaboration with trading desk on trading ideas generation
Ownership and maintenance of desk and client‑facing projects
Skills Required
2+ years of relevant experience
Strong technical skills (Q/kdb, Python, SQL, Git) for statistical and econometric analysis
Advanced degree in a quantitative field such as Statistics, Engineering, Computer Science, Physics, or Mathematics
Compensation Expected base pay rates for the role will be between
$150,000 - $200,000
per year for
Associate
and
$225,000 - $250,000
for
Vice President , at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long‑term incentive packages, and other Morgan Stanley sponsored benefit programs.
Equal Employment Opportunity It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law. Morgan Stanley is an equal opportunity employer committed to diversifying its workforce (M/F/Disability/Vet).
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