C++ Developer

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Morgan Stanley USA
  • 14 Oct 18

C++ Developer

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.

Technology
Technology works as a strategic partner with Morgan Stanley business units and the world's leading technology companies to redefine how we do business in ever more global, complex, and dynamic financial markets. Morgan Stanley's sizeable investment in technology results in quantitative trading systems, cutting-edge modelling and simulation software, comprehensive risk and security systems, and robust client-relationship capabilities, 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' businessesâ€"and to our own.

Position involves development and support of global front-office global counterparty risk management system, CVA Trader, the primary tool for CVA trading desk to manage and hedge CVA (counterparty valuation adjustment), FVA and other VA types. Successful candidate will participate in development of CVA / funding / PE analytics and various infrastructural projects including high-performance grid computing, I/O scaling, etc. Position involves opportunity to work with various financial derivatives models and interact with CVA strats on development and maintenance of existing product pricers. Candidate should be able to handle full life-cycle of the project from requirements analysis to final implementation and rollout into production. Successful candidate should be able to demonstrate project lead track record as well as experience and familiarity with financial derivative products.

Qualifications: -Project lead management skills, knowledge of financial derivatives. -Top-notch C++ skills, boost, design patterns and multi-threaded programming. -Familiarity with one of the major databases: Sybase, DB2, SQL Server and one of the leading scripting languages: Perl, Python, Scala. -Candidate has to be comfortable programming in Linux environment and be familiar with ksh or bash. -Knowledge of Java/Scala is a plus.

Qualifications:

Qualifications: -Project lead management skills, knowledge of financial derivatives. -Top-notch C++ skills, boost, design patterns and multi-threaded programming. -Familiarity with one of the major databases: Sybase, DB2, SQL Server and one of the leading scripting languages: Perl, Python, Scala. -Candidate has to be comfortable programming in Linux environment and be familiar with ksh or bash. -Knowledge of Java/Scala is a plus.