Institutional Equity Division - Vice President, Quantitative Researcher – Algorithmic Trading (Mumbai)
Core
Develop quantitative models, trading strategies, and technology to improve the performance and execution quality of Morgan Stanley's electronic trading products.
Role type
Senior IC quantitative researcher (algorithmic trading)
Builds
Algorithmic trading products and execution strategies for Morgan Stanley's electronic trading business
Domain
Financial services / High-frequency trading / Market making
Deliverable
production ML models
Required skills
Quantitative research, statistical modelling, time-series analysis, predictive modelling, software engineering, performance optimization, event-driven simulation, cross-asset analysis
Preferred skills
Algorithmic execution research, smart order placement, transaction-cost analysis, electronic market microstructure expertise, cross-instrument strategy development, modern C++ concurrency
Technologies
C++, Java, Rust, Python, Level 3 order book data, event-driven simulation frameworks
Responsibilities
Research and develop techniques to improve trading outcomes; Analyze full-depth order book data to identify market opportunities; Design and implement high-fidelity simulations; Translate research into high-performance production code; Optimize code for latency and throughput; Collaborate with traders and technology teams globally.