NLP/NLG Quantitative Lead

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Morgan Stanley USA
  • 20 Apr 19

NLP/NLG Quantitative Lead

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
Professionals within the Legal and Compliance Division (LCD) provide a wide range of services to our business units. They might help to structure a complex and sensitive cross-border transaction; advise on a new product introduction; develop a training program or defuse an investor dispute. They preserve the firm's invaluable reputation for integrity and protect the firm from sanctions with policies and procedures that meet regulatory requirements around the world. They also strive to maintain cooperative relationships with governmental policy makers and the regulatory and self-regulatory agencies that govern the firm's businesses.

Oversight (Monitoring & Testing) Analytics is a function in the Compliance Department reporting to the Head of Compliance Oversight. The team is responsible for designing and optimizing surveillances, assisting with data analysis to support Monitoring and Testing, and leading strategic initiatives to increase adoption of advanced analytical techniques like Natural Language Processing (NLP), Natural Language Generation and graph analytics. The surveillances and other tools help identify suspicious and/or illegal behaviors like market manipulation, insider trading, unfair sales or trading practices and other financial crimes.

Position Description
The NLP/NLG Quantitative Lead will work on designing, developing and optimizing solutions using Natural Language Processing (NLP), Natural Language Generation (NLG) and Machine Learning techniques. The areas of focus will include E-Communication (including voice) surveillances, chatbots, and other semantic applications. The E-Communications NLP models leverage pre-processing being done by an established NLP processing pipeline, and may combine signals from E-Communications with structured data like trading and metadata based Link Analysis graphs. The semantic solutions (e.g., chatbots) require building or enhancing knowledge graphs and applying NLP/NLG techniques.

These solutions will require writing scalable efficient code in Scala-Spark on a large Hadoop data store or an Elastic search store.

The role would require working directly with stakeholders across Compliance teams to understand the problem and then design and test the appropriate solution. It would also require interface with Compliance Technology while implementing the solution. The expectation is that the selected candidate would gradually build knowledge in the Firm's businesses and expertise in the regulatory and reputational risks that are being mitigated.

Primary Responsibilities
· Design and develop solutions that generate insights using a combination of E-Communication, voice and a variety of other data sources (trading systems, exchange data, monitoring systems, etc.), connecting the dots on compliance risks facing the Firm
· Design and develop semantic solutions to enhance the effectiveness and efficiency of Compliance processes
· Maintain strong SDLC practices to enable scalable, efficient and maintainable solutions
· Document solutions for a technical audience as well for senior management and regulators
· Help to drive innovation and continuous improvement within the global Compliance Monitoring and Testing programs through execution of strategic projects
· Keep abreast of industry trends in the NLP/NLG as well as Machine learning and AI space


Required Skills

· A PhD or Masters in computer science, mathematics, statistics, linguistics, physics, computational finance, or a similar quantitative field
· 4 to 7 years of overall experience in an analytical or data scientist role
· Experience programming in a high level language like Java or Scala
· Experience with applying a range of ML techniques to NLP/NLG and structured data, preferably using Spark - ML and MLLib Experience with a Unix / Linux operating system
· Experience with manipulating large data sets across Hadoop or inverted index stores like Elastic Search
· Strong business analysis skills
· Ability to work with global, cross-functional teams
· Excellent written and oral communication skills

Preferred Skills
· Building or enhancing knowledge graphs and use in NLP/NLG applications like chatbots is a plus
· Exposure to E-Communications surveillance or E-Discovery solutions like Digital Reasoning, Attivio, Catelas or CA AutonomyUnderstanding of Capital markets including listed derivatives and fixed income instruments