Central Risk Book Quant/Developer

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Morgan Stanley USA
  • 22 Feb 19

Central Risk Book Quant/Developer

The Institutional Equity Division (IED) is a global leader in the origination, distribution and trading of equity, equity-linked and equity-derivative securities. The Firm's equity Sales & Trading operations provide liquidity, distribute content, and create product solutions to help our clients generate alpha. The CRB (Central Risk Book) desk operates within the core equity trading desk and seeks to provide liquidity to internal/external clients and manage the resulting risk. The goal is to support and foster the client franchise whilst also maximizing revenue.

The team is looking to hire senior associates/VP level quant/devs to join the team. The ideal candidate will have experience building high performance trading applications. The successful candidate will be joining a small group of technologist and quants that offers an entrepreneurial environment for creative and driven individuals. The candidate would be exposed to many interesting technology challenges of building the system from scratch as well as more quantitative problems (pricing and risk management). Given Morgan Stanley equity franchise size and scale, the candidate will have an opportunity to directly contribute to the bottom line.

Expertise in any of following areas are desired:
• development of/in event processing/time series frameworks
• build of internal/on screen market making engines or matching engines
• pricing, quoting or valuation engines used for market making
• executing strategies and limit order execution models
• flow research and analysis, impact cost models
• realtime inventory management and pnl attribution processes
• familiarity with portfolio optimization tools
• optimization for high performance and high availability

Languages: Java, q/kdb, Python,