FID, Commodities Quant Developer - VP

Morgan Stanley • New York, NY

3d • $200,000 - $250,000

About The Position

The Commodities Strategy team is looking for a quantitative developer at VP level, located in New York. The quantitative developer will work closely with other commodities strategists, technology, as well as front office trading and origination teams in a very dynamic environment.

Requirements

• 5+ years of experience with high performance, industrial risk management platforms based on Scala, Python, C++ or alike
• Familiarity with SDLC
• Strong analytical, problem solving, communication skills, and software design acumen

Nice To Haves

• Understanding of multithreading and distributed programming
• Relational database skills (Sybase/DB2 SQL)
• Experience with commodities
• Understanding risk and P&L

Responsibilities

• Participation in analysis, design, development, testing, deployment and support of risk system components, including market model definition, pricing, trade booking, trade life cycle, scenarios and reporting, as part of migration to fixed income strategic platform
• Implementation of prototypes required for solving immediate business needs and refining existing business processes as part of platform migration.
• Pricing model integration and functional enhancements in valuation components of commodities risk and P&L system
• Supporting and extending existing infrastructure libraries owned by the team.
• BAU support

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Education Level: No Education Listed
• Number of Employees: 5,001-10,000 employees