ALM Quantitative Developer

Job title:

ALM Quantitative Developer

Company

Morgan Stanley

Job description

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 Budapest, we are shaping the future of our global business and contributing to our local community. Our team works across numerous areas, including Technology, Mathematical Modeling, Finance, Risk Management, Operations and Data & Analytics from our new state-of-the-art offices near the Danube and our Millennium Buildings office in the heart of the city center.The Morgan Stanley ALM team is part of FID London and serves the firm’s most prestigious institutional clients. The team is based in London and has a global mandate working with our partners in Europe, New York, Tokyo and Hong Kong. Currently, the team consists of a mixture of Actuaries, Accountants and PhDs, who work to develop cross-asset quantitative solutions, mindful of regulatory and accounting impacts.You will:

• Upgrade parts of the team’s existing simulation models using Python code, integrating functionality with Morgan Stanley’s pricing system, and also to develop new models as needed.
• Work with a Quantitative Analyst who has 15+ years of industry experience developing models for Pension Funds, Insurers & Banks.
• The team has a cross-asset global mandate, so there is opportunity to work in all product areas of the Fixed Income trade floor.

You have:

• Python developer with up-to-date skills.
• Expertise in core Python with Python scientific stack/ecosystem (incl pandas, numpy, scipy, stats).
• Knowledge of the firm’s digital infrastructure/pricing systems and how to access their resources via APIs.
• Experience structuring and developing complex code bases.
• Be able to effectively translate the teams need into software product requirements.
• Strong mathematics and finance skills, with experience working with quantitative methods/probabilistic modelling.
• Knowledge and experience working with C++/Delphi is beneficial.
• Degree in a quantitative area or engineering such as Mathematics, Physics, Computer Science, etc

About us:Morgan Stanley provides a superior foundation for building a professional career – a place to learn, grow and achieve. You will be exposed to a truly international and multi-cultural environment that appreciates and respects who you are as a person. Our state-of-the-art offices in the City Centre have been designed to maximize collaboration.BPMM #LI-EK1 #LI-hybridWHAT YOU CAN EXPECT FROM MORGAN STANLEY:We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 85 years. At our foundation are five core values — putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back — that guide our more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find trusted colleagues, committed mentors and a culture that values diverse perspectives, individual intellect and cross-collaboration. We Firm is differentiated by the caliber of our diverse team. While our company culture and commitment to inclusion define our legacy and shape our future, helping to strengthen our business and bring value to clients around the world. Learn more about how we put this commitment to action: morganstanley.com/diversity. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry.We’re committed to bringing passion and customer focus to the business.Certified Persons Regulatory Requirements:
If this role is deemed a Certified role and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks.Flexible work statement
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 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.

Expected salary

Location

Budapest

Job date

Sat, 05 Apr 2025 00:22:23 GMT

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