Fixed Income Quant. Developer (Data / Machine Learning) – Executive Director Fixed Income Quant. Developer (Data / Machine  …

Morgan Stanley
in London, England, United Kingdom
Permanent, Full time
Last application, 28 Mar 20
Morgan Stanley
in London, England, United Kingdom
Permanent, Full time
Last application, 28 Mar 20
See job description for details

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.

Department Profile

The Fixed Income Division (FID) is comprised of Interest Rate and Currency Products, Credit Products and Distribution. Professionals in the Division assess and actively manages risk, trade securities, and structure as well as execute innovative transactions in the fast-paced and constantly changing global markets. The Commodities Division is a market leader across a broad range of commodities markets, with expertise in areas including client risk management, financing solutions and investor products Sales & Trading.

From the largest global institutions to innovative new hedge funds, investors come to Morgan Stanley for sales, trading, and market-making services in almost every type of financial instruments including stocks, bonds, derivatives, foreign exchange, and commodities. Our professionals provide liquidity and content to clients around the world, actively assessing and managing risk, trading securities, and planning and executing transactions in the fast-changing markets. As the needs of our clients become increasingly complex, we often develop customized solutions.

Morgan Stanley’s macro analytics & modelling team is part of the Fixed Income Department. It is focusing on model development and implementation and strategic development of analytics libraries. We are seeking an experienced Fixed Income Quant Developer to join the team based in London.

Primary Responsibilities

This team is responsible for designing and implementing the FID data strategy including data taxonomy, access, quality, and governance principals and performing various data analytics projects to provide tools and analysis for Sales, Trading, and senior management ranging in complexity up to and including the latest Machine Learning techniques.


Skills required (essential)

The ideal candidate should have strong previous experience in Data analytics and Fixed Income products, including:

• An advanced degree or equivalent from a Computer Science, Physics, Engineering, Math, Statistics or related discipline.
• Substantial relevant experience gained within a similar Strats / Quant environment coupled with exposure to Fixed Income products.
• History of working with Sales and Trading desks.
• Ability to work with Desk Strats who are responsible for the mathematical models within the library.
• Excellent communication and interpersonal skills.
• Confident programming skills in python (c++ and Scala also advantageous).
• Experience working with Data analytics and Machine Learning Tools.
• Proven experience of delivering high-quality, well tested software into a production environment.

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.

Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.