Software Developer - Interest Rate Derivatives
Location:
New York , New York
Posted:
December 20, 2016
Reference:
3078210
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.

Technology
Technology works as a strategic partner with Morgan Stanley business units and the world's leading technology companies to redefine how we do business in ever more global, complex, and dynamic financial markets. Morgan Stanley's sizeable investment in technology results in quantitative trading systems, cutting-edge modelling and simulation software, comprehensive risk and security systems, and robust client-relationship capabilities, plus the worldwide infrastructure that forms the backbone of these systems and tools. Our insights, our applications and infrastructure give a competitive edge to clients' businesses-and to our own.

Institutional Corporate Technology (ICT)
Institutional Corporate Technology (ICT) is part of Technology. This group is responsible for developing enterprise applications for a diverse set of businesses including Fixed Income, Equities, Commodities, Investment Banking, Research, and Global Capital Markets. In addition, ICT provides technology solutions for client-aligned groups and company-wide divisions, such as Finance and Operations, post-trade functions within the Institutional Securities Group and standardized data and enterprise-wide services to provide leverage to the Firm's businesses.

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.

Technology
Technology works as a strategic partner with Morgan Stanley business units and the world's leading technology companies to redefine how we do business in ever more global, complex, and dynamic financial markets. Morgan Stanley's sizeable investment in technology results in quantitative trading systems, cutting-edge modelling and simulation software, comprehensive risk and security systems, and robust client-relationship capabilities, plus the worldwide infrastructure that forms the backbone of these systems and tools. Our insights, our applications and infrastructure give a competitive edge to clients' businesses?and to our own.

Position Description
The Morgan Stanley Interest Rate Derivatives (IRD) technology group is focused on delivering the technology that allows Morgan Stanley to continue to grow its highly successful derivative trading businesses - a key growth area for the Firm. The NY Interest Rate Derivatives (IRD) technology group in Morgan Stanley is looking for an experienced developer to work on projects for various fixed income desks (swaps , options, inflation, EM, FX, etc.) and downstream risk and P&L reporting systems.

The successful candidate will work with a variety of technologies such as Java, Scala, C and C#. Additionally, since major components of our current pricing analytics and risk calculation systems are currently written in Morgan Stanley's proprietary language known as A (APL-based), the candidate must also be comfortable learning and working with language. Ideal candidate should be at ease developing solutions within our old and new applications as needed for a specific business solution. Other tools and technologies, like scripting languages, web tools, databases, etc. are also often used within the team. Teammates routinely face off with quantitative developers, controllers, operations and sometimes traders. Therefore good communication skills are crucial for this role. Projects and business areas cover mainly desk-facing development: pricing, risk calculation, market data management and trading tools, but it also includes regulatory and internal reporting areas.

Candidate will be responsible for implementing new features/components from design decisions to integration and deployment to production environments. Tasks include enhancements and necessary code re-factoring, as well as longer (multi-months) development projects, and some level of L3 support of our applications. The complexity of the framework, the business areas, and the language itself requires individuals to be passionate about technology and eager to learn and understand new concepts in order to effectively participate in the development of the next generation tools

Qualifications
Required Skills
- Strong analytical and problem solving skills
- Strong knowledge of programming concepts; and practical knowledge of a programming language (i.e. Java, Scala, C or C#).
- Experience with Windows and Linux/Unix systems, databases (SQL), data structures, algorithms
- Interest in financial products and fixed income business concepts - Good communication skills in English

Preferred Skills
-Knowledge of A is not a prerequisite, but an interest in APL languages, functional programming and/or scripting technologies is key to be successful in this role

A little about us:
Since its founding in 1935, Morgan Stanley and its people have helped redefine the meaning of financial services.

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