C++ Quantitative Developer – Curve and Swap Analytics
Morgan Stanley
Middle East
منذ 6 يوم


Given the continued spread of COVID-19 (coronavirus), all interviews will be conducted by phone or virtual connection to protect our candidates and employees.

Morgan Stanley is looking for Quantitative Developers to join its Curves and Swap Analytics team, to develop and support interest rate curve calibration and swap pricing algorithms for the Firm’s businesses across the globe.

You will :

  • Develop a C++ library used by trading desks, electronic pricing applications and end-of-day valuation systems
  • Enhance curve calibration to provide better modelling of interest rate curves
  • Implement and improve pricing and analytics for swap products
  • Deal with business users’ support requests#LI-AC1
  • You have :

  • B.Sc. or higher degree in a STEM discipline (Science / Technology / Engineering / Mathematics)
  • Strong programming skills in C++ or other OO language
  • Good understanding of Mathematics
  • Confident command of English
  • Good interpersonal and communication skills
  • Attention to detail
  • Experience with working in large codebases is a plus
  • Knowledge of Scala / Java / Python is a plus
  • Basic understanding of interest rate curves and swap markets is a plus
  • Team Profile :

    The Curves and Swap Analytics team develops and supports the Firm’s interest rate curve calibration and swap analytics library, which is used by a wide range of businesses at the Firm for pricing and risk management.

    We are a closely-knit team in Budapest, working within the global flow strat organization. We cooperate closely with colleagues from affected businesses and IT across the globe.

    About us :

    Morgan Stanley provides a superior foundation for building a professional career - a place for people to learn, achieve and grow.

    You will be exposed to a truly international and multi-cultural environment that appreciates and respects individuality.

    Our state-of-the-art offices in the City Centre have been designed to maximise collaboration.

    There are various employee offers such as discount theatre tickets, dry cleaning service and many more.

    Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements.

    Speak to our recruitment team to find out more.

    Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise 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.

    Learn about our culture and the opportunities for professional growth at Morgan Stanley Budapest : Build a career with impact.

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