Job Description

We offer:

• To work with some of the best professionals in the business - for a firm that values individual intellect as much as teamwork
• State-of-the-art offices that are designed to maximize collaboration
• Flexible working arrangements
• Enriching challenges that provide opportunity for constant learning and advancement
• An environment which is leveraging technology to its highest potential

Team Profile:

Institutional Securities Technology (IST) develops and oversees the overall technology strategy and bespoke technology solutions to drive and enable the institutional businesses and enterprise-wide functions. Our clients include Fixed Income, Equities, Commodities, Investment Banking, Research and Global Capital Markets.

Position Description:

The Securitized Products Technology Group develops and supports fixed income analytics applications and big data analysis tools for our Securitized Products trading desks (Commercial mortgages, Corp Credit loans, Agency and Non-agency Residential mortgage, other Asset-Backed (e.g. Student Loans), European mortgages, etc.). The applications we develop involve a platform for computing marks, risk and other valuation metrics, data analysis, and valuation-oriented tools for traders and desk strategists.

We are currently looking for a group lead for our Montreal-based SPG Analytics Technology team that has primary responsibility for helping to develop and extend our state-of-the-art distributed processing infrastructure needed to address complex technical challenges in valuing and understanding the risks of mortgage-backed securitized products and related fixed income products We also develop components for interest rate projections and pricing.

The candidate will be interfacing with traders and desk strategists to gather and understand requirements of applications and tools needed by them as well as regulatory requirements coming from audit and firm risk management and managing overall daily support needs and technology hygiene needs.

This role requires strong programming and distributed processing design skills, and knowledge of (or a strong willingness to learn) fixed income, interest rates, and securitized products/associated analytics. It provides developers who have an analytic-oriented background or interest an opportunity to apply their skills in risk analysis in the financial industry. We also are leveraging our considerable amount of data related to our products with Machine-Learning related techniques and analysis.

Qualifications

Required:

• Strong OO programming skills in C++ or Java
• Exposure to Perl, Python and related scripting.
• Strong problem-solving and trouble-shooting skills
• Able to devise efficient and practical solutions while managing multiple priorities in an agile framework.
• Experience with Linux platforms
• Strong communication skills and able to work with traders, desk strategists, and risk stakeholders

Nice to have:

• Comfort with leading small teams
• Distributed processing/grid technologies/multi-threading design skills
• Experience with Scala
• Experience with document/object non-relational DBs such as Mongo
• Experience with interest rate models and credit models
• Knowledge of fixed income products and analytics
• Specific structured products risk platforms experience
• Machine learning and data analysis tools and techniques
• Experience with financial regulation
• Experience leading small teams

About us:

Morgan Stanley is a global financial services firm and a market leader in investment banking, securities, investment management and wealth management services. At Morgan Stanley Montreal, we are shaping the future of our global business and contributing to our local community. Our team works across numerous areas.

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.

All our positions are located in Montreal, Quebec. We offer a hybrid work environment, combining remote work and attendance in the office.

Knowledge of French and English is required.

Spotlight on our Montreal Technology Centre: https://www.youtube.com/watch?v=oo5GaXpCwKs

*Video dated October 2019.

Build a career with impact. Visit morganstanley.com for more information.