Morgan Stanley's business around the world is supported by groups and teams with a wide variety of specialized skills. They provide information and strategic thinking to the Management Committee; help to ensure the long-term growth and efficient day-to-day functioning of our business; and serve the well-being of our shareholders, clients and employees.
Morgan Stanley Strats & Modeling (MSSM) provides revenue-generating activities that are centered on financial analytics. Embedded Desk Strategist (Strat) teams reside within our Sales & Trading businesses including Equity, Fixed Income, and Commodities as well as our Banking businesses including Investment Banking and Global Capital Markets. The Modeling team and other MSSM project based teams such as Core Analytics and Core Electronic Trading provide quantitative solutions to multiple
We are looking for a self-motivated, innovative, hard-working individual who can handle changing priorities and multiple tasks in a timely fashion.
As a quant developer and modeler, you will build tools to query, clean, and analyze raw data by filtering through large databases and develop models for pricing, hedging, and risk management for securitized products and other credit products.
Your duties will include implementing and maintaining Q- and shell-based scripts used to update databases and run models; managing large kdb databases; and designing, fitting, implementing, and debugging sophisticated econometric mortgage models in a team-oriented environment with significant growth opportunity.
• Advanced degree in Computer Science, Engineering, Mathematics, Statistics, Finance, or related quantitative field or equivalent
• Strong programming skills; experience with programming languages including Q, R, C/C , Java, Python; working in a Linux environment using Unix command-line tools
• Strong quantitative and problem solving skills; proficiency working with large datasets, data mining, statistical methods, numerical methods, algorithm design and implementation
• Strong verbal and written communication skills; ability to act as a bridge between several business areas
• Diligent and meticulous individual with the ability to "think outside the box"
A little about us:
Since its founding in 1935, Morgan Stanley and its people have helped redefine the meaning of financial services.