Morgan Stanley Services Group, Inc. seeks a Director, Software Engineer in New York, New York

Integrate commodity portfolio risk calculation engine into fixed income product risk calculation engine. Create tools for performance monitoring. Calculate risk limits for interest rate derivatives. Develop new risk calculation systems. Enhance existing pricing logic/models. Analyze interest rate derivatives portfolio PnL, Greeks and exposures for stress-testing. Conduct number issues investigation under risk managers/desk strats’ request. Fix system calculation and calibration errors. Support production and quality assurance issues. Telecommuting permitted up to 2 days per week.

Salary:

Expected base pay rates for the role will be between $141,000 and $165,000 per year 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.

Requirements:

Requires a Master’s in Computer Science, Financial Mathematics, Financial Engineering, or related and three (3) years of experience in the position offered or three (3) years as an Associate, Consultant, or a related occupation. Requires three (3) years of experience with: Scala; Java; A+; splunk; Shell; UNIX/Linux operating system; JIRA; SCRUM methodology; Jenkins; large-scale data processing; fixed income products; derivatives; pricing models; risk management; stochastic processes; probability; Regulatory Stress Testing scenario analysis across asset classes including: minimally Rates (fixed/floating swaps, future options, swaptions, cap-floors, government bonds, repos) and FX (options, cash) with attribution scenarios; Referential transparency based programming; bitemporal data storage systems; Performance analysis and optimization of massively distributed grid-engines calculations (grid-wide heap dumps and flamegraph analysis); Cloud computing; Operational management, analysis and simplification of multi-regional calculation jobs; business user support and user management; explaining numbers, analyzing and tracing calculations; translating technical information for business stakeholders.

Qualified Applicants: To apply, visit us at https://morganstanley.eightfold.ai/careers?source=mscom and enter JR015133 in the search field. No calls please. EOE

WHAT YOU CAN EXPECT FROM MORGAN STANLEY:

We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 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.

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