C++ Developer (Hybrid)

Morgan Stanley•Montreal, QC

3d•Hybrid

About The Position

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. This individual will work with strategists and modeling group to understand business requirements, architect technical solutions, and add/modify existing pricing models. This role requires an individual who has an experience of developing in large scale C++ applications. The current pricing engine is a cross-asset risk and valuation calculator performing around quadrillion calculations on a grid-based infrastructure. This person must be a quick learner, adept at managing relationships and prioritizing requests across a diverse set of clients. Key technologies are C++, Shell scripting, DB2, Java and Perl. Prior experience with financial data will be an added advantage.

Requirements

2-5 years of experience in C++ Object Oriented Programming (OOP)
Scripting languages – Perl/Python/Shell as well as UNIX platform experience.
Database - Ability to write SQLs
Understanding of SDLC
Knowledge of French and English is required.

Nice To Haves

Java
Prior experience with financial products, particularly OTC Derivatives
Exposure to counterparty risk, margining, collateral or confirmation systems

Responsibilities

Support and enhance mission critical Credit Risk data infrastructure.
Contribute to strategic initiatives.
Work with strategists and modeling group to understand business requirements.
Architect technical solutions.
Add/modify existing pricing models.

Benefits

Ample opportunity to move across the businesses for those who show passion and grit in their work.
Ample opportunity to move about the business for those who show passion and grit in their work.

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