FID, Quantitative Developer Strat (SPG Leads) - AS/VP

Department Overview:

SPG Strategists are focused on supporting Lending, Financing and Trading businesses within the Securitized Products Group by delivering high value business related analysis and associated technology. The group also has a dual role in assisting the Fixed Income Division to manage the impact of the new regulatory capital environment(s).

Role Overview:

We require a strong server-side quantitative developer to work within a global team, who can take on small to medium sized development tasks. The candidate will join a small team, but will still undertake a reasonable percentage of greenfields development. As such, the candidate should be comfortable taking ownership and driving some small to medium sized projects independently, and also working closely with team members on larger projects.

The candidate will typically be tasked with delivering functionality via a web-based front-end browser. This will likely usually involve server side development and data processing, coupled with engaging front end HTML5/JavaScript developers design and implementation to deliver the user interface. 

The role will involve all aspects of the software life cycle including gathering requirements from the lending strats and the business, the design and implementation, all the way through to production roll out. We need flexible candidates who are practical technologists, show excellent problem solving skills and enjoy all aspects of software development.

The ideal candidate will have a strong analytical background and excellent problem-solving skills.  Fixed Income business knowledge. Interest and experience in Finance would be an advantage, but is not essential.  A willingness and ability to learn is a must.

The successful candidate will work closely with several global teams within the FID department and, when necessary, interact directly with the business unit and with the Firm’s middleware groups when using their frameworks/software.  Excellent communication skills, and ability to communicate with the BU is a must.

Required Skills:

• Strong Scala and/or Java experience as well as experience with databases 
• At least 3 years of server-side development experience (e.g. Python or Java) is required (Some experience with front-end design (HighCharts, AgGrid, React, Typescript) a significant asset.)
• Our back-end server uses KDB/q extensively, and an openness to learning Q (or prior experience) is also essential (KDB, q, HighCharts, Javascript and React is desired)
• The candidate won’t necessarily be responsible for the calculations and analytics, but a background in mathematics is required. (E.g. a relevant Bachelors level degree, or equivalent, with mathematical content: Maths, Engineering, Physics, Computer Science.)

Desired Skills:

• JavaScript debugging and tools
• Python
• Chrome development environment
• Good communication skills, experience of front office environments
• Risk Aggregation and Netting
• Eclipse IDE ( we use 3.8 ) or IntelliJVisual Studio
• Fixed Income business / analytical knowledge
• Java performance and tuning
• KDB performance and tuning
• Unix/Linux shell
• Operational understanding of loans and bonds

The ideal candidate will have:

KDB Experience:

• Q programming
• Partitioned tables
• KDB architecture
• Functional programming idioms

Web front end development:

• HTML5/Javascript
• AngularJS + React/Typescript
• Data Visualization Tools (e.g. HighCharts, AgGrid)

Strong core Java/Scala/Python:

• Data structures, design patterns and collections
• Java/Scala/Python standard APIs
• Interest in, and passion for writing clean, scalable, reusable code

Linux:

• Shell Scripting
• Process management
• ShellsFamiliarity with bash, ksh and common linux commands

WHAT YOU CAN EXPECT FROM MORGAN STANLEY:

We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 85 years. At our foundation are five core values — putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back — that guide our more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find trusted colleagues, committed mentors and a culture that values diverse perspectives, individual intellect and cross-collaboration. We Firm is differentiated by the caliber of our diverse team. While our company culture and commitment to inclusion define our legacy and shape our future, helping to strengthen our business and bring value to clients around the world. Learn more about how we put this commitment to action: morganstanley.com/diversity. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry.

We're committed to bringing passion and customer focus to the business.

Expected base pay rates for the role will be between $150,000 - $200,000 per year for Associate and $200,000 - $250,000 for VP, 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.

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).