Data Developer - Institutional Equities Division Data Developer - Institutional Equities Division …

Morgan Stanley
in New York, NY
Permanent, Full time
Be the first to apply
Competitive
Morgan Stanley
in New York, NY
Permanent, Full time
Be the first to apply
Competitive
Data Developer - Institutional Equities Division
Associate

Qualifications:

Group
The Quantitative Research (QR) team researches, designs, builds, and maintains the algorithmic models that drive the Morgan Stanley Electronic Trading engines. Our systems are used globally by both internal trading groups and clients of the firm. We utilize systematic, evidence based approaches to understand how the markets work and how to put those ideas in action. The team spans the disciplines of finance, econometrics, statistics, mathematics, computer science and data analysis, with many team members versed in multiple specialties. We are looking to hire highly talented, creative individuals that are hardworking and enthusiastic about making a contribution to a successful team, and thrive in a stimulating and challenging environment.

Opportunity
We are looking to hire a Data Developer with skills in database, architecture, and enterprise software development to help maintain our existing modeling and algorithmic trading infrastructure, and to be a part of the team that contributes to the design, development and maintenance of our data and analytics platforms. This person will work closely with other team members to ensure we have a solid technical, robust, and efficient data backbone for our research and modelling environment. This person will use a variety of programming languages (q/KDB+, Python, Perl, R, SQL/Sybase), and will become familiar with numerous financial and modelling data schemas that we manage.

Core Requirements
  • A Bachelor's or Master's degree from a good Computer Science program is preferred
  • Exceptional programming and software engineering skills, with a minimum of 5 years of software development experience
  • Exceptional skills and experience with q/KDB+, Python, Perl, R, SQL/Sybase, 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
  • Experience with Post Trade analysis and/or Transaction Cost Analysis is an advantage

Complementary Skills
  • 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
  • Java and Javascript experience is an advantage as it will allow for additional flexibility for web application development
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