C++ Developer

Morgan Stanley • New York, NY

5d • $120,000 - $165,000

About The Position

In the Technology division, we leverage innovation to build the connections and capabilities that power our Firm, enabling our clients and colleagues to redefine markets and shape the future of our communities. This is a Software Engineering position at the Director level, which is part of the job family responsible for developing and maintaining software solutions that support business needs.

Morgan Stanley is an industry leader in financial services, known for mobilizing capital to help governments, corporations, institutions, and individuals around the world achieve their financial goals.

Counterparty Risk Systems calculate the Risk Analytics based on the current Positions held by the Firm and the Market Data. This includes the Firm’s Potential Exposure i.e. the potential credit risk that could be outstanding at some future time. The systems process OTC derivatives data, listed derivatives, futures, options, repos, stock loan, and other instruments that carry counterparty risk. The data generated by the Risk Systems is used by Fixed Income Division and Commodities CVA Desks for managing the counterparty risk(Hedging), Credit group to satisfy regulatory requirements, and Margining Systems to fulfill margining requirements.

Requirements

• Bachelors Degree in Computer Science, Engineering or related discipline
• Minimum 4 years of experience in C++
• Object Oriented Programming
• Scripting languages – Perl/Python/Shell as well as UNIX platform experience
• Database – Ability to write SQLs
• Understanding of SDLC

Nice To Haves

• Java
• Prior experience with financial products, particularly OTC Derivatives
• Exposure to counterparty risk, margining, collateral or confirmation systems
• Integrity & ownership
• Good team player
• Ability to work under time and resource dependencies and constraints
• Ability to find simple and effective solutions
• High degree of motivation to expand technical and business knowledge

Responsibilities

• Front-office Credit Risk management technology group is seeking a C++ developer for pricing model implementation projects required to support and enhance mission critical Credit Risk data infrastructure, as well as to contribute to strategic initiatives.
• Work with strategists and modeling group to understand business requirements, architect technical solutions, and add/modify existing pricing models.
• Develop in large scale C++ applications.
• Contribute to a pricing engine that is a cross asset risk and valuation calculator performing around quadrillion calculations on a grid based infrastructure.
• Be a quick learner, adept at managing relationships and prioritizing requests across a diverse set of clients.

Benefits

• Comprehensive employee benefits and perks in the industry
• Ample opportunity to move about the business for those who show passion and grit in their work

What This Job Offers

• Job Type: Full-time
• Career Level: Director