Corporate Treasury Technology– Full Stack Developer

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:

Institutional Securities Technology (IST) is a technology division which develops enterprise systems in support of Morgan Stanley's Institutional Securities Group, including Equities, Fixed Income, Commodities, Investment Banking, Research, and Global Capital Markets.

The Fixed Income Federal Risk Applications department has a strong presence in New York. Our focus is developing systems serving as a data integration and feeding platform, ensuring that calculation results and other data initiated in our Division reaches our downstream clients and meeting all their requirements. The main challenges in this area are the volume of the data (feeding hundreds of gigabytes daily), interfacing with multiple other systems, being exposed to different financial products to a certain extent and being resilient to errors while keeping our SLA-s. The data we feed is critical in fulfilling the regulatory requirements set by the FED, PRA or BAFIN. Our team is also involved in developing calculations of regulatory scenarios requested by our Market Risk Department. The main technical challenge for this team is computational complexity.

We are looking for software developers to join our New York Attribution Squad as part of a global Fixed Income Federal Applications development team. Our squad develops and maintains a highly-scalable framework to help traders analyze daily trading data. Our stakeholders include fixed-income trading desks, strategists, risk managers as well as the Finance department at the Firm. We presently have work streams to improve the performance for our calculation capabilities across FX and Rates products. We make use of the public-cloud, distributed caches and our proprietary graph-calculation framework to reach our business and performance objectives.

Successful candidates will be technical developers who can deliver creative solutions to boost speed and reduce memory footprint. Your main technical challenges would be to help fine-tune and scale out our calculations. We massively parallelise calculations across tens of thousands of CPUs and hundreds of terabytes of memory spanning multiple physical hosts while keeping the overhead to a minimum. While the challenges will be technical in nature, you will learn a lot about the business and interact with business stakeholders as well. The role requires someone who is intrinsically excited about technology, is self-motivated, fast-learning and takes ownership of their solution and works throughout the full project life-cycle from problem analysis to successful delivery to production.

Required Skills 
•  Minimum 3 - 4 years of experience strongly preferred.
•  Work in an agile manner with the global team.
•  Be comfortable learning our powerful graph-calculation framework and develop creative solutions within that framework using Scala
•  Identify and implement performance and efficiency improvements in our calculations
•  Develop tools to automate and simplify our operational setup
•  Excellent software development abilities - we develop in Scala but this is not a requirement
•  Strong analytical and problem solving skills
•  Interest or experience in large-scale server-side and highly-distributed applications
•  Excellent communication skills, interest in / ability to hold high bandwidth whiteboard discussions on complex technical ideas
•  A collaborative team-player attitude
•  Developers strong either in Java, C #, Python, C++ are encouraged to apply

Desired Skills 
•  Experience with risk pricing model optimisations
•  Experience in Cloud computing

Morgan Stanley's goal is to build and maintain a workforce that is diverse in experience and background but uniform in reflecting our standards of integrity and excellence. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from all talent pools. We want to be the first choice for prospective employees.

It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law.

Morgan Stanley is an equal opportunity employer committed to diversifying its workforce (M/F/Disability/Vet).

Expected base pay rates for the role will be between $100,000 and $150,000 per year at the commencement of employment.  However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.