Analytics Library Interface Team Developer - Vice President

Morgan Stanley
26 Aug 2017
23 Sep 2017
Contract Type
Company Profile
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.

Department Profile
Morgan Stanley's Equities Technology and Derivatives division are building a new team to facilitate products and models integration in the front office risk system and analytics. Morgan Stanley's risk system is more involved in pricing and risk than the industry standard. The team will take part in the strategic projects to improve and rationalise the interaction between the Analytics library and the Risk and Pricing Systems. This team will be contributing in both without constraints.

Primary Responsibilities
  • Participate in the design of the analytics library and the division's IT systems.
  • Implement new valuation methods and equity derivative products.
  • Improve the efficiency of the analytics library and the risk and pricing systems.

Skills required
  • Strong programming skills in C . Strong programming skills in Java are a positive.
  • Strong skills in software design and architecture.
  • Several years' experience working with C in a commercial environment.
  • An advanced degree in a quantitative subject such as Engineering, Software Engineering Applied Mathematics, Physics,
  • Good knowledge of the Market Data involved in pricing derivatives.
  • Drive and desire to work in an intense team-oriented environment.
  • Ability to communicate effectively in both written and verbal English.
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.