Vice President, Strats

Vice President, Strats
Morgan Stanley & Co. LLC — New York, NY

Company Profile: Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment, 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. In the Fixed Income division, we work in fast-paced and constantly changing global markets to assess and manage risk, trade securities, manage relationships with clients, and structure and execute innovative transactions.What youll do in the role: Morgan Stanley & Co. LLC. is seeking a Vice President, Strats in New York, New York to Develop automated tools and applications driving efficiency of trading processes, including buildout of data pipelines and analytical web application platforms using object-oriented programming and Python. Implement large scale capital stress testing scenarios based upon regulatory documentation, collaborate with Risk and Credit departments to validate official regulatory results. Own, document, standardize and prioritize Portfolio Management risk reporting. Expand analytical coverage across Corporate Loans, credit products and credit derivatives. Develop, document, validate and own quantitative Valuation and Risk models (Corporate Loans and Credit Derivatives products) including governance standards, trade booking and valuation processes, controls and production releases sign-offs. Provide advanced statistical and market scenario analysis, analyze and backtest portfolio hedging strategies, run portfolio optimization incorporating regulatory constraints and capital metrics (CCAR, RWA). Lead development of proprietary trading systems and tools, manage desk analytics scope and workflows. Architect infrastructure and design data controls, own and document tools supporting portfolio management and trading desk processes. Lead implementation of regulatory capital requirements, as well as desk capital reporting. Drive cross-functional controls, oversight and governance of regulatory processes. Drive IT systems business requirements andscope. Oversee and validate IT department deliveries including trading systems architecture/design, implementation and controls standards.What youll bring to the role:-Requires a Masters in Financial Engineering, Computer Science, Engineering or a related field-Requires three (3) years of experience in the position offered or three (3) years as an Associate, Risk Analytics, or a related role-Requires Three (3) years of experience with the following skills: Utilizing Stochastic Calculus; Linear Optimization; Numerical Methods; Fixed Income Credit Products Modeling, including Derivatives: Corporate Loans, Bonds, Credit Default Swaps, Credit Index and Credit Index Options; Conducting Time Series Analysis; Multivariate Analysis; Analyzing advanced Statistical Methods; Object-Oriented Programming (C++ or Java); Python; Working with Financial Risk metrics estimates and interpretations; Monitoring and Summarizing Financial Risk reports to technical audience; and Financial and Global Credit Markets knowledge and Macroeconomics.Expected base pay rates for the role will be between $225,000 and $250,000 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. Qualified Applicants: To apply, visit us at https://morganstanley.eightfold.ai/careers?source=mscom and enter JR036963 in the search field. No calls please. EOE

Vice President, Strats
Morgan Stanley & Co. LLC — New York, NY

Company Profile: Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment, 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.In the Institutional Equity division, we provide our clients around the world with intellectual insights and innovative product solutions and services that help them generate alpha. What youll do in the role: Morgan Stanley & Co. LLC is seeking a Vice President, Strats in New York, New York to research new alpha models to implement to improve CRBs risk management. Manage the teams infrastructure, setup of servers and new processes, and continuous monitoring. Automate recurrent tasks for sales and trading employees of different desks. Coordinate with Datazones team to leverage their tools and infrastructure. Design, Implement, and maintain algorithms and data analysis tools for traders. Create web visualizations and dashboards to help traders understand the systems behavior, manage systems properties and limits, and understand markets flow. Coordinate Machine Learning projects with the Firms Machine Learning Research team. Telecommuting permitted up to 2 days per week.What youll bring to the role:-Requires a Bachelors in Computer Engineering, Computer Science, Engineering, or a related field of study.-Requires three (3) years of experience in the position offered or three (3) years as a/an Associate, Data Engineer, or a related role.-Requires three (3) years of experience with the following skills: Utilizing Quantitative Portfolio Management with Barra factors, factor modelling, and back testing, simulation; Algorithms and data structures using Big O notation, time complexity, sorting algorithms, search, optimization, graph algorithms, Dijkstra, Kruskal, A*; Applying Functional programming with recursion, function composition, currying, and side-effects; Python; Java; Kdb/Q; Object-oriented programming; Evaluating Machine learning using cross-validation, deep learning, time-series forecasting, Natural Language Processing (NLP); Data pipelines using ETL, Airflow, Luigi, Data Quality, and Anomaly Detection; Implementing Back-end development utilizing APIs, REST, SOAP, FastAPI, Flask, Node.js; Front-end development using Angular, jQuery, HTML, CSS, and SCSS; Data visualization using Plotly, Dash, and Highcharts; Implementing CI/CD pipelines through Jenkins, GitLab, and GitHub; Cloud infrastructure including Shell scripting, and Linux; Container frameworks for application distribution; Container orchestration and cloud applications distribution and management technologies; and Python backend development frameworks. Expected base pay rates for the role will be between $225,000 and $250,000 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. Qualified Applicants: To apply, visit us at https://morganstanley.eightfold.ai/careers?source=mscom and enter JR031480 in the search field. No calls please. EOE