Valuation and Risk Developer

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

Valuation and Risk 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 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' businesses-and to our own.

Our team has built a strategic cross-asset valuation risk computation framework for our Fixed Income businesses. We are looking for talented candidates who have studied Financial Engineering, are strong programmers and excited about learning new technologies. The position will entail design, implementation and optimization of the valuation framework; particularly focused on pricing, analytics and risk.
Roles and responsibilities include: - work with desk strategists to integrate and optimize existing analytics libraries to our scala-based valuation and risk framework - develop new analytics to improve on current implementations - refactor existing analytics to improve API - analyze and optimize performance of real time, intra-day and end of day risk computation - communicating with trading desk strategists and other stakeholders - design and develop new functionality for the platform as needed when we onboard new businesses


Skills Required:
- excellent code development skills - strong exposure to financial valuation and risk methodologies - ability and willingness to learn new programming languages - strong oral and written communication skills - strong team collaboration ability in local and global te am