Senior Modeling and Analytics Quantitative Developer

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Morgan Stanley USA
  • 11 Dec 17 2017-12-11

Senior Modeling and Analytics Quantitative Developer

Morgan Stanley's business around the world is supported by groups and teams with a wide variety of specialized skills. They provide information and strategic thinking to the Management Committee; help to ensure the long-term growth and efficient day-to-day functioning of our business; and serve the well-being of our shareholders, clients and employees.
The Fixed Income Division 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 in energy, metals, and agricultural product trading worldwide whose professionals trade in both physical and derivative commodity risk.

Modeling and Analytics team is the team within Morgan Stanley that develops, implements, and supports the pricing models and risk management tools for the Interest Rates, FX, Inflation, and EM businesses. We are currently looking for an ED level hire in NY with experience in both Rates and FX modeling.

The candidate will have:
• Strong experience in valuation of rates and FX options.
• Extensive C++ coding experience.
• Previous management experience.
• Experience working closely with options trading desks.

Any java or scala coding experience would be a plus.

Qualifications: