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Core Analytics Quantitative Developer – Executive Director
Morgan Stanley
New York, NY, United States
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Morgan Stanley's business around the world is supported by groups and teams with a wide variety of specialized skills. They provide information and strategic thinking to the Management Committee; help to ensure the long-term growth and efficient day-to-day functioning of our business; and serve the well-being of our shareholders, clients and employees.
Morgan Stanley Strats & Modeling (MSSM) provides revenue-generating activities that are centered on financial analytics. Embedded Desk Strategist (Strat) teams reside within our Sales & Trading businesses including Equity, Fixed Income, and Commodities as well as our Banking businesses including Investment Banking and Global Capital Markets. The Modeling team and other MSSM project based teams such as Core Analytics and Core Electronic Trading provide quantitative solutions to multiple businesses.
Team Profile
Morgan Stanley is seeking to hire an experienced quantitative developer to join the Core Analytics team. The ideal candidate is expected to have excellent maths and coding skills as well as thorough knowledge of the financial markets. The job requires close collaboration (globally) with desk strategists and trading, and we therefore promote strong communication skills.
Primary Responsibilities
• Lead the Core Analytics team in New York and coordinate with the team in other regions
• Design and maintain the fixed income quant libraries
• Integrate the C++ libraries into the scala risk and pricing engines
• Collaborate with modelers and desk strats to build new models
• Ensure a consistent modeling approach across regions
• Improve the efficiency of core development functionalities
Qualifications
Skills required (essential):
• 7+ years of experience
• Experience managing people and projects
• Comfort and experience in a high-pressure dynamic environment
• Ability to communicate and function within a diverse, global team
• Demonstrable knowledge and understanding of Interest Rate and FX products
• Excellent library design skills
• Excellent programming skills in C++ and in a functional language
• Degree in a numerate/technical subject such as Mathematics, Computer Science, Physics or Engineering
Skills desired:
• Proven track record of high productivity with high quality outputs.