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Executive Director - Quant Development

15.00 to 16.00 Years   Mumbai City   16 Nov, 2020
Morgan Stanley Advantage Services Pvt Ltd
Job LocationMumbai City
EducationNot Mentioned
SalaryNot Disclosed
IndustryBanking / Financial Services
Functional AreaSales / BD,SBU Head / CEO / Director
EmploymentTypeFull-time

Job Description

* Company Profile Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firms 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.Department ProfileThe Global Fixed Income Quant Dev team is looking for a strong team lead with experience of hiring, supervising and developing an offshore team of Quant Developers working on C++ development for Fixed Income products and pricing. The Quant Dev team supports the analytics library code used by desk strats and by the firm s pricing, P&L and risk systems. The team is responsible for all lifecycle, engineering, documentation and regulatory aspects of the libraries. The candidate will work closely with the desk strats to assist with development of pricing and risk analytics.Responsibilities:

  • Hiring, supervising and developing a team of Quant Developers based in India who will work as part of the global FID QD team to support desk strats within FID.
  • Participating in planning, reporting and task prioritisation processes for the global FID Quant Dev team along with team leads in other locations.
  • Working with desk strats to develop, maintain and support the Fixed Income C++ analytics libraries.
  • Improving the engineering standards and performance of the library code.
  • Adding support for new products and market conventions.
  • Investigating pricing and risk issues.
  • Working closely with IT on integration of the libraries into the firm s risk systems.
  • Supporting agile, test driven development and continuous integration.
  • Liaising with control functions including model risk, software lifecycle, audit and regulatory.
, *Skills required (essential)
  • Proven experience in a similar role building an offshore QD team and working with Strat stakeholders and QD peers in a geographically distributed team.
  • Experience of designing and maintaining analytics libraries, including exposure to Fixed Income products.
  • Honours degree in a numerate discipline, such as computer science, mathematics, engineering, physics or a similar quantitative field.
  • Knowledge of vanilla fixed income products, especially interest rate swaps and swap options.
  • Strong C++ development, including working in a large team with a large, rapidly changing codebase and of supervising people working in such an environment.
  • Good communication skills and the ability to work with trading desks and IT.
  • Resourceful and delivery focussed.
  • 15+ years of experience is required.
Skills desired
  • Knowledge of more exotic Fixed Income products, including structured options, inflation and hybrids.
  • Advanced C++ development on both Linux and Windows.
  • UNIX command line expertise or equivalent e.g. Windows Powershell or a scripting language.
  • Scala and Python development.

Keyskills :
marketingsalesbusiness developmentmanagementfinanceinterest rate swapstest driven developmentfixed incomefinancial servicessoftware lifecycle

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