Core Analytics Quantiative Developer

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Morgan Stanley USA
  • 21 Jan 18 2018-01-21

Core Analytics Quantiative Developer

Morgan Stanley's business around the world is supported by groups and teams with a wide variety of specialized skills. They provide information and strategic thinking to the Management Committee; help to ensure the long-term growth and efficient day-to-day functioning of our business; and serve the well-being of our shareholders, clients and employees.

The Fixed Income Division is comprised of Interest Rate and Currency Products, Credit Products and Distribution. Professionals in the Division assess and actively manages risk, trade securities, and structure as well as execute innovative transactions in the fast-paced and constantly changing global markets. The Commodities Division is a market leader in energy, metals, and agricultural product trading worldwide whose professionals trade in both physical and derivative commodity risk.

The role is for a position in core analytics team in NY. The team develops, codes and maintains models used for pricing Interest Rate derivatives for the firm.


The candidate will be expected to:
- collaborate with other quants, in developing frameworks and tools for valuation of Interest Rate Products.
- understand existing models and work on tweaking and improving them, in accordance with the needs of the trading desk.
- occasionally work on developing new models, for valuing some rates product.

Essential skills:
- Analytical and creative problem solving
- Knowledge of C++
- Knowledge of Scala is not necessary, but the candidate should demonstrate the desire to learn.

Desirable skills:
- Knowledge of Financial Math.
- Knowledge of Fixed income products.