Overview
On Site
USD 141,000.00 - 165,000.00 per year
Full Time
Skills
Commodities
Performance Monitoring
Interest Rate Derivative
Profit And Loss
Quality Assurance
Telecommuting
Computer Science
Finance
Mathematics
Computational Finance
Scala
Java
Splunk
Shell
Unix
Linux
Operating Systems
JIRA
Scrum
Jenkins
Data Processing
Fixed Income
Derivatives
Pricing
Risk Management
Probability
Stress Testing
Bonds
FX
Data Storage
Performance Analysis
Optimization
GRID
Cloud Computing
Operations Management
Technical Support
Identity Management
Expect
Web Browsers
Recruiting
SAP BASIS
Partnership
Collaboration
Military
Law
Job Details
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 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.
To learn more about our offices across the globe, please copy and paste into your browser.
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).
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 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.
To learn more about our offices across the globe, please copy and paste into your browser.
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).
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.