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.
As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.
The Fixed Income Division is comprised of Interest Rate and Currency Products, Credit Products and Distribution. Professionals in the Division assess and actively manages risk, trade securities, and structure as well as execute innovative transactions in the fast-paced and constantly changing global markets. The Commodities Division is a market leader in energy, metals, and agricultural product trading worldwide whose professionals trade in both physical and derivative commodity risk.
Morgan Stanley is seeking Leads for the Fixed Income Quant Dev Teams in both New York and London. This team is responsible for the design and maintenance of analytics libraries within the Fixed Income Division including:
Development of interfaces between the analytics library and applications such as pricers and risk engines
Software development life cycle for the analytics library
Test framework for the analytics library
Product/cash flow rollout logic within the analytics library
The ideal candidate should have strong previous experience in Fixed Income analytics, including:
Advanced degree in Computer Science, Physics, Engineering, Math, Statistics or related discipline
7+ years of relevant working experience
Excellent communication and interpersonal skills
Ability to work with Desk Strats who are responsible for the mathematical models within the library
Knowledge of fixed income products
Strong programming skills in C++ (Java, Scala is a plus)
Strong management and organizational skills
Demonstrable experience delivering high-quality, well tested software into a production environment
Experience working on a platform that incorporates a dependency graph is a plus.
Internal Number: 5835491
About Morgan Stanley USA
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