Vice President, Strats

Morgan Stanley • New York, NY

1d • $225,000 - $250,000 • Hybrid

About The Position

Morgan Stanley & Co. LLC is seeking a Vice President, Strats in New York, New York to research new alpha models to implement to improve CRB’s risk management. Manage the team’s infrastructure, setup of servers and new processes, and continuous monitoring. Automate recurrent tasks for sales and trading employees of different desks. Coordinate with Datazone’s team to leverage their tools and infrastructure. Design, Implement, and maintain algorithms and data analysis tools for traders. Create web visualizations and dashboards to help traders understand the system’s behavior, manage system’s properties and limits, and understand market’s flow. Coordinate Machine Learning projects with the Firm’s Machine Learning Research team. Telecommuting permitted up to 2 days per week.

Requirements

• Requires a Bachelor’s in Computer Engineering, Computer Science, Engineering, or a related field of study.
• Requires three (3) years of experience in the position offered or three (3) years as an Associate, Data Engineer, or a related role.
• Requires three (3) years of experience with Quantitative Portfolio Management with Barra factors, factor modelling, and back testing, simulation;
• Requires three (3) years of experience with Algorithms and data structures using Big O notation, time complexity, sorting algorithms, search, optimization, graph algorithms, Dijkstra, Kruskal, A;
• Requires three (3) years of experience with Functional programming with recursion, function composition, currying, and side-effects;
• Requires three (3) years of experience with Python;
• Requires three (3) years of experience with Java;
• Requires three (3) years of experience with Kdb/Q;
• Requires three (3) years of experience with Object-oriented programming;
• Requires three (3) years of experience with Evaluating Machine learning using cross-validation, deep learning, time-series forecasting, Natural Language Processing (NLP);
• Requires three (3) years of experience with Data pipelines using ETL, Airflow, Luigi, Data Quality, and Anomaly Detection;
• Requires three (3) years of experience with Implementing Back-end development utilizing APIs, REST, SOAP, FastAPI, Flask, Node.js;
• Requires three (3) years of experience with Front-end development using Angular, jQuery, HTML, CSS, and SCSS;
• Requires three (3) years of experience with Data visualization using Plotly, Dash, and Highcharts;
• Requires three (3) years of experience with Implementing CI/CD pipelines through Jenkins, GitLab, and GitHub;
• Requires three (3) years of experience with Cloud infrastructure including Shell scripting, and Linux;
• Requires three (3) years of experience with Container frameworks for application distribution;
• Requires three (3) years of experience with Container orchestration and cloud applications distribution and management technologies;
• Requires three (3) years of experience with Python backend development frameworks.

Responsibilities

• Research new alpha models to implement to improve CRB’s risk management.
• Manage the team’s infrastructure, setup of servers and new processes, and continuous monitoring.
• Automate recurrent tasks for sales and trading employees of different desks.
• Coordinate with Datazone’s team to leverage their tools and infrastructure.
• Design, Implement, and maintain algorithms and data analysis tools for traders.
• Create web visualizations and dashboards to help traders understand the system’s behavior, manage system’s properties and limits, and understand market’s flow.
• Coordinate Machine Learning projects with the Firm’s Machine Learning Research team.

Benefits

• Total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.

What This Job Offers

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