Morgan Stanley - Associate - Quantitative Developer - Risk Model Development Platform

- The successful candidate will join the newly formed Global Risk Analytics Platform and Delivery (RAPD) team, part of the Risk Analytics (RA) group, a leading group of word class quantitative analysts responsible for Risk Models Research and Development in the Firm Risk Management (FRM) Division of Morgan Stanley. 

- As quantitative developers in the RAPD team you will partner with Risk Analytics quantitative analysts, Risk Managers, Technology and Front Office Quants Teams to build, support and utilize a newly developed Risk Model Development Platform. The platform supports new risk model development as well as functional enhancements to existing risk models.

Your job will be a mixture of:

- Designing the architecture and implementing software components of a new Model Development Platform

- Developing cutting-edge software libraries and APIs for quantitative modelers,

- Contributing to model implementation & code optimization

- Gaining exposure to and experience with APIs into Front Office library components written in different languages and using different technologies

- Participating in high level design discussions, design reviews and peer reviews

- Interacting with quantitative analysts, end-users, business analysts and product owners around the globe (New York, London, Hong Kong, etc.) to gather user stories and clarify requirements

- Owning or contributing to tools development

- Defining and setting up the relevant software development process and its tooling

- Collaborating with Risk Technology teams to specify and implement APIs for Risk Applications implemented in Java

- Defining test cases and implementing unit and/or integration tests

- Working with production support teams and users to resolve escalated cases

We need you to have:

- M.Sc. or B.Sc. in Computer Science, Computer Engineering, Informatics, Mathematics, Physics or similar quantitative area

- Genuine interest in Finance, Banking and Risk Management

- Experience working as a part of a team; familiarity with collaboration tools such as: code versioning (e.g. git/svn/cvs), task tracking (e.g. Jira)

- Solid quantitative development experience with Python or any widespread programming language (C++, Java, C#) Solid understanding of algorithms and data structures

- Good understanding of computational complexity

- Willingness to learn new technologies quickly

- Experience with the design and implementation of complex technology stacks

- Willingness and skills to solve problems through applying various technologies

- Solid understanding of Test Driven Development (TDD)

- Excellent problem solving skills

- Confident command of English

- Good communication skills and interpersonal skills

You will have a chance to:

- Work as part of an international team

- Contribute to a large impact project from the beginning

- Have a big influence on how the global risk analytics team leverages technology

- Be exposed to Quantitative Risk Models and their overarching impact and role in the Firm

- Work with high performing technology teams in Risk and Front Office and Quant-developer teams in Front Office Strats

- Learn about finance and risk management as well as about how a global investment bank works