Morgan Stanley

Fixed Income Quant Dev Lead

Morgan Stanley - full time

New York, USA

05 Apr 2019

Morgan Stanley

Morgan Stanley is seeking Leads for the Fixed Income Quant Dev Teams in both New York and London. This team is responsible for the design and maintenance of analytics libraries within the Fixed Income
Division including:

  • Development of interfaces between the analytics library and applications such as pricers and risk engines
  • Software development life cycle for the analytics library
  • Test framework for the analytics library
  • Product/cash flow rollout logic within the analytics library


The ideal candidate should have strong previous experience in Fixed Income analytics, including:

  • Advanced degree in Computer Science, Physics, Engineering, Math, Statistics or related discipline
  • 7+ years of relevant working experience
  • Excellent communication and interpersonal skills
  • Ability to work with Desk Strats who are responsible for the mathematical models within the library
  • Knowledge of fixed income products
  • Strong programming skills in C++ (Java, Scala is a plus)
  • Strong management and organizational skills
  • Demonstrable experience delivering high-quality, well tested software into a production environment
  • Experience working on a platform that incorporates a dependency graph is a plus.

For more jobs like this subscribe to the weekly newsletter or follow C++ JOBS on Facebook, Linkedin and Twitter for frequent social updates.