KDB/C++ Developer - Algorithmic Trading - VP
- London, England, United Kingdom
- Permanent, Full time
- Morgan Stanley
- 26 Jun 17
See job description for details
The ATS group is responsible for building and deploying electronic trading strategies for multiple asset classes. In the fragmented market place our liquidity seeking engines aim to achieve the best execution for our clients by seeking across internal and external exchanges. Our internalization engines, MSPOOL and MS Trajectory Cross, allow clients to interact with the full breadth of Morgan Stanley liquidity to provide price improvement opportunities and reduced market impact trading.
Analytics is a sub team within ATS which aims to measure and improve our performance globally in our liquidity seeking and internalization engines. The analytics team uses a combination of KDB and Python to evaluate the trading engine performance which is then used to determine where improvements can be made to the trading behavior. This could be improvements to both our trading allocation logic, performance improvements of code itself or any other aspect relating to the speed of execution within our trade path.
- We are looking for an experienced C++/KDB Developer with exposure to analytical platforms and methods.
- You will be initially responsible for driving forward our execution performance checks on the venues that our engines trade on.
- In this fast changing regulatory environment this analysis is crucial to the continued success of our group and extremely visible to senior management as such the candidate should be comfortable communicating at that level.
- This role will also involve working closely with the Quantitative research group, product group and the core ATS engine developers.
- Typically there will be a 50 / 50 split between the analytics work and performance improvements on the trading applications
- KDB knowledge is preferred but willing to look at candidate who have a desire to learn
- Strong C++ knowledge
- An understanding of Python
- Familiar with Linux/Unix
- FIX protocol knowledge
- Experience with electronic trading systems
- Quantitative experience would be very beneficial.
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 is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing and advancing individuals based on their skills and talents.*LI-RJ1