Institutional Equity Division - Vice President, Quantitative Researcher – Algorithmic Trading (Mumbai)
Morgan Stanley (company site, opens in a new tab)3+ yrsMumbaiOn-siteDirect career pageEst. 40–70 LPA
Posted 20h ago
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Job description
Structured overview of role & requirements
About This Role
- Develop and enhance quantitative models and algorithms to improve performance and execution quality of Morgan Stanley's electronic trading products.
- Conduct research using high-frequency market microstructure data and design event-driven simulations to evaluate trading strategies realistically.
- Collaborate with global teams to transition research findings into high-performance, low-latency production code for algorithmic trading.
Minimum Requirements
- 3+ years professional experience in high-frequency trading, electronic market making, algorithmic trading or related systematic trading environment.
- Strong programming skills in low-latency languages such as C++, Java, or Rust and proficiency in Python for quantitative research.
- Experience analyzing full-depth (Level 3) order book data and order-level market events, including use of event-driven market simulation and backtesting frameworks.
- Degree in Computer Science, Mathematics, Statistics, Physics, Engineering, Financial Engineering or another highly quantitative discipline.
Ideal Candidate Profile
- Experienced quantitative researcher with strong software engineering skills, capable of modeling and simulation in electronic markets at order-book level.
- Able to apply advanced statistical and time-series methods with rigorous out-of-sample validation to avoid overfitting.
- Familiar with electronic market microstructure concepts including order-book dynamics, liquidity capture, transaction-cost analysis, and cross-asset information use.