eFinancialCareers

• Company

  Morgan Stanley

• Location

  USA-NY-New York City

• Compensation

  not disclosed

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  23 Nov 2009

• eFC Ref no

  585231

See job description below

Position Category: Quantitative Strategies

Position Title: Data Modeler / Developer

Job Level: Vice President

Location: USA - NY - New York

Education Required: Bachelors Degree

Position Description:
The QR (Quantitative Research) group develops models and trading systems related to pricing, hedging and liquidating risk across asset classes and for cash and derivative instruments. Our systems are used globally by both internal trading groups and clients of the firm. Our philosophy is to solve complex real-world financial problems by applying quantitative techniques and advanced technology. The team spans the disciplines of finance, econometrics, statistics, mathematics, computer science and data analysis, with many team members versed in multiple areas. We are looking to hire highly talented, creative individuals who are enthusiastic about making a contribution to an already successful team in an intellectually challenging environment.

We are looking for a developer with skills in large scale software development to help maintain our existing modeling and algorithmic trading infrastructure and contribute to the design, development and maintenance of our next-generation data, analytics and decision platform. This person will be closely working with modelers to develop and enhance the core decision making capabilities of the firm's trading systems.


Skills Required:
A Bachelors or Masters degree from a strong Computer Science program is strongly preferred.
Exceptional programming and software engineering skills.
Exceptional skills and experience with q/KDB+, R, Perl, SQL/relational databases, shell scripting, Linux platform, or comparable technologies.
Experience working with large-scale time series data, including both databases and high frequency real time data is an advantage.
Familiarity with financial data schemas including trade and tick data is an advantage.
Able to demonstrate a strong knowledge and understanding of Scientific and Numerical computing.





Skills Desired:
Other scientific, statistical or mathematical experience and training is an advantage.
Knowledge of our other disciplines and experience with electronic trading systems and order management is an advantage.
Although not a core required skill, C++ development skills is an advantage as it will allow for additional flexibility within the team.