eFinancialCareers

• Company

  Morgan Stanley

• Location

  USA-NY-New York City

• Compensation

  not disclosed

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  24 Nov 2009

• eFC Ref no

  587603

See job description below

Position Category: Fixed Income Sales & Trading

Position Title: Fundamental Analysis Quant Developer

Job Level: Vice President

Location: USA - NY - New York

Education Required: Masters Degree

Position Description:
Morgan Stanley is seeking Quant Developer to join the front office commodities strategies team. This position has a focus on developing the tools to facilitate fundamental analysis of energy markets.

Successful candidate will be a result-oriented problem solver, who can pick required math and finance background as needed.



Skills Required:
- Collecting and organizing market data from public sources and third-party
vendors
- Setting up a framework for automated data mining
developing data models for specific context-dependent datasets
- Building tools for data analysis as well as performing the data analysis
- Building the model to quantify the impact of the fundamental data on tradable instruments

Quant Developer will also
- Collaborate with commodity traders and desk strategists on risk analysis, risk reporting, and value added trading strategies.
- Contribute to the development of analytical libraries used for risk reporting



Skills Desired:
1) MS in a quantitative field, PhD is a plus.
2) SYBASE, MS SQL Server
3) VBA, VB, Perl,
4) C, C++, Java, C#
5) Basic knowledge of Statistics. Finance, Option Pricing Theory is a plus
6) Strong communication & collaboration skills are necessary.
7) Knowledge of energy markets is a plus.