Commodities Quant Developer

Company Overview

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.

As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.

Role Overview

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

Responsibilities Include

• 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

Skills Required

• 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

Skills Desired

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

What You Can Expect From Morgan Stanley

At Morgan Stanley, we raise, manage and allocate capital for our clients – helping them reach their goals. We do it in a way that’s differentiated – and we’ve done that for 90 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There’s also ample opportunity to move about the business for those who show passion and grit in their work.

To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser.

Expected base pay rates for the role will be between $150,000 - $200,000 per year for Associate and $200,000 - $250,000 for VP, at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the 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.

Morgan Stanley's goal is to build and maintain a workforce that is diverse in experience and background but uniform in reflecting our standards of integrity and excellence. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from all talent pools. We want to be the first choice for prospective employees.

It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law.

Morgan Stanley is an equal opportunity employer committed to diversifying its workforce (M/F/Disability/Vet).

Key skills/competency

• Quantitative Development
• Risk Management
• Commodities Trading
• Pricing Models
• Scala
• Python
• C++
• SDLC
• Distributed Programming
• SQL