Senior Quantitative Strategist / Developer

  • Competitive
  • New York, NY, États-Unis
  • CDI, Plein-temps
  • Morgan Stanley USA
  • 15 févr. 19

Senior Quantitative Strategist / 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.

Morgan Stanley's Fixed Income Strats team is looking for a senior quantitative developer to join its Cross Asset group. This ED-level, front office role will incorporate a balance of both management / leadership opportunity as well as individual contribution. As such, candidates should be comfortable working on a trading floor, simultaneously leading small projects and doing tactical development.

Qualifications:

The cross asset team:
• Builds cross-product solutions focusing on data visualization, real-time pricing and analytics, and relative value
• Analyzes and build out tools for sales and distribution, covering client intelligence, performance analysis, and workflow optimization
• Generate ideas for both sales and trading to optimize revenue and asset allocation, maximize efficiency, and deploy resources

Skills required:
• Bachelors or advanced degree in computer science or related discipline
• 10+ years relevant experience, with 5+ in financial services
• Experience running a global, medium to large sized team
• Strong knowledge of at least 1 fixed income asset class (e.g. interest rate options, non-agency mortgages)
• Strong communications skills / ability to interact directly with both traders and salespeople
• Experience architecting large scale systems
• Experience in data mining and/or data analysis
• Ability to deliver tactically
• Expertise in OOP such as Java or C++
• Expertise in a quantitative "productivity" language such as Python or Q/KDB
Skills preferred
• Masters in financial engineering or related discipline
• Knowledge of HTML5/Javascript, including AngularJS
• Experience in machine learning
• Experience with Linux