Libamg Core Strats - Senior Associate - Institutional Equity Division

Strategists are key participants, together with traders and salespeople, in the revenue-generating activities of our Sales & Trading Division. Core Strategists provide the C++ quant library platform in which new product-specific valuation models are written. They ensure the speed, quality, consistency, and timely delivery of valuation models across all equity derivative products. We are looking for a strategist to expand our platform that automatically catches bugs in our C++ valuation models before they reach production. These valuation models are contained in a large library with dozens of active contributors which we aim to release weekly. To achieve this rapid delivery, we want to expand our use of automated tools to detect common errors early. This platform will use a variety of techniques including: Regression testing Static analysis Test harnesses that mimic various production usages of our library Mathematical optimization algorithms for test selection Property-based testing with randomized test cases Fuzzing Choose test subsets which maximize coverage for a given CPU usage budget using coverage reports and mathematical optimization algorithms. Collect and report statistics around the number of bugs caught early vs. late. Use the collected statistics to identify what new tools or test cases will be most effective. Implement the proposed tools or test cases. Write test harnesses in Python, Java, or C++. Support nightly runs of the entire testing platform. Refactor existing library code to eliminate common classes of bugs. At least 2 years of experience in software development using C++. Bachelor's degree in a technical field that uses applied mathematics (ex. Computer Science, Engineering, Mathematics). Experience using Python or Java. Linux command line tools such as "bash", "awk" and "sed". Ability to work collaboratively in a team environment. Experience working in a cross-functional teams, bridging technical & design perspectives. Strong communication skills, both written and verbal. Drive and desire to work in an intense team-oriented environment. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. 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. There's also ample opportunity to move about the business for those who show passion and grit in their work. To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser. 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.