Thursday, December 22, 2016

Executive Director Core Analytics Quantitative Developer Morgan Stanley New York

Job Description: • 2-minute read •
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.
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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.
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