C++ Quantitative Developer
Morgan Stanley
Middle East
منذ 4 يوم

Description

C++ Quantitative Developer in our Curves and Swap Analytics Team

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

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

We are a closely-knit team in Budapest, working closely with colleagues from affected businesses and IT across the globe.

You will :

  • Implement and improve pricing and analytics for swap products in C++ and Scala
  • Integrate the library into a common analytics platform
  • Enhance the curve calibration library to provide better modelling of interest rate curves
  • Deal with business users’ support requests
  • You have :

  • B.Sc. or higher degree in a quantitative discipline
  • Strong C++ programming skills and experience with working in large codebases
  • Good understanding of Mathematics
  • Confident command of English
  • Good interpersonal and communication skills
  • Attention to detail
  • Experience with Scala / Java / Python, as well as a basic understanding of interest rate curves and swap markets is a plus
  • About us : Morgan Stanley is a global financial services firm and a market leader in investment banking, securities, investment management and wealth management services.

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

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

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