Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.
We are looking for a Scala Analytics Developer as a member of the Structured Interest Rate Derivatives Analytics team within Global Macro Analytics and Modelling, inside the Fixed Income Division. The Firm is in the process of migrating from a legacy interest rate derivatives pricing and risk system to a new framework. The objective of the work is to design, implement and test interfaces and business logic related to pricing models for structured interest rate derivatives and hybrids within this new framework, to facilitate the migration effort and to satisfy new business requests. The role requires learning about pricing models and writing Scala (and occasionally C++) code to be used in our production environment. The candidate will need to interact with colleagues working closely with the affected businesses, as well as with those working for the Technology division in Budapest, London and New York. Infrequent travel to London and New York may be necessary.
Bachelor's degree in a quantitative discipline
Strong programming and software design skills
Experience with working in large codebases
Good understanding of Mathematics
Confident command of English
Good interpersonal and communication skills
Attention to detail
Willingness to learn about and work with mathematical models
Willingness to learn and apply new technologies and programming languages
Master's or Ph.D. in a quantitative discipline
Programming experience in Scala, Java or C++
Experience with implementing mathematical models
Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing and advancing individuals based on their skills and talents.