Quantitative Developer, Global Risk Analytics Platform and Delivery (RAPD) – Vice President Quantitative Developer, Global Risk Analytics  …

Morgan Stanley
in London, England, United Kingdom
Permanent, Full time
Last application, 05 Apr 20
Morgan Stanley
in London, England, United Kingdom
Permanent, Full time
Last application, 05 Apr 20
See job description for details

Quantitative Developer, Global Risk Analytics Platform and Delivery (RAPD) – Vice President

Division: Risk Management Job Title: Quantitative Developer

Location: London Job Level: Vice President

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

The EMEA Risk Management Division is responsible for the independent identification, analysis, reporting and escalation of all market, credit and operational risk exposures arising from EMEA business activities, acting independently of business management and providing an effective challenge process.

Risk Analytics works as a strategic partner with Morgan Stanley business units and Risk Technology to redefine how we manage risk in ever more global, complex and dynamic financial markets. Morgan Stanley's sizeable investment in risk management results in cutting-edge modelling and simulation software, comprehensive risk management and reporting tools, plus the worldwide infrastructure that forms the backbone of these systems and tools. Our insights, our applications and infrastructure give a competitive edge to clients' businesses—and to our own.

Primary Responsibilities

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 involve:

• 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


Skills Required

• M.Sc. or B.Sc. in Computer Science, Computer Engineering, 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

• Good experience with at least one more general purpose 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

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing and advancing individuals based on their skills and talents.

Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.

Given the continued spread of COVID-19 (coronavirus), all interviews will be conducted by phone or virtual connection to protect our candidates and employees.