- Budapest, Hongrie
- CDI, Plein-temps
- Morgan Stanley
- 16 déc. 17 2017-12-16
See job description for details
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.
The Securitized Products Technology Group develops and supports fixed income analytics applications for the various Securitized Products trading desks across the firm (CMBS, CLO, CMO, ABS, MBS, Whole Loans, etc). The applications we develop involve a platform for computing marks, risk and other valuation metrics, as well as valuation-oriented tools for traders and desk strategists.
We are currently looking for a candidate for our Technology team that has primary responsibility for driving development of technology specific to valuing, and trading on Consumer based ABS products. This role involves interfacing with traders and desk strategists to gather and understand requirements of applications and tools needed by them (marks, metrics, valuation) as well as regulatory requirements coming from audit and firm risk management. This role requires strong programming and design skills, and knowledge of (or a strong willingness to learn) fixed income, securitized products and associated analytics. This role provides developers who have strong analytics skills an opportunity to apply their skills in risk analysis in the financial industry.
- Very strong OO programming skills in C++
- Scripting languages such as Perl
- Very strong problem solving skills and trouble shooting skills
- Be able to work under pressure and devise practical solutions
- Be able to multitask and manage priorities
- Experience with Linux platforms
- Strong communication skills and able to work with traders, desk strategists and risk departments
- Experience with Scala, Java, and Relational DB
- Experience with interest rate models and credit models
- Knowledge in fixed income
- Specific structured products risk platforms experience
- Experience with financial regulation
Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives and experiences. Our strong commitment to a culture of inclusion is evident through our constant
focus on recruiting, developing and advancing individuals based on their skills and talents.