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 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.
The candidate will be involved in the design and development of the firm's next generation cross-asset risk and PnL calculation infrastructure, with a focus on interest rates products like bonds, futures, listed options, interest rate swaps, inflation products, and exotic options which requires HJM simulation for valuation.
The role requires someone who is self-motivated, quick-learning and comfortable working across numerous technologies, and who can take ownership of critical problems and work throughout the full project lifecycle from problem analysis to successful timely delivery of the solution.
A strong interest in learning about the business will contribute to the candidate's success in the team. The position provides opportunities for interaction with many front end business users, including traders, strategists, financial modelers, and controllers, as well as active engagement with other IT groups in the firm. Excellent communication skills are a big plus since direct interaction with traders and senior business decision makers is common.
- Strong software engineering, analytical and problem solving skills
- Experience in medium to large scale Java or Scala multi-threaded applications
- Knowledge of fixed income derivatives would be very preferable - specifically experience with mathematical model integration
- Experience in financial risk calculation and management system
- Experience in distributed computing or cloud computing, Java/Scala performance turning
A little about us:
Since its founding in 1935, Morgan Stanley and its people have helped redefine the meaning of financial services.