Quantitative Developer in the Market Risk Analytics, Engineering team

We're seeking someone to join our team as a Quantitative Developer to work as part of the Market Risk Analytics, Engineering team.

The Risk Analytics team has global responsibility to develop and maintain scenario design, credit, and market models for the management of credit and market risk exposure arising from the Firm's business activities. The group also provides support for internal clients with quantitative analyses and solutions.

As part of the Market Risk Analytics group, the Engineering team is responsible for delivering models and tooling that support the model development and maintenance efforts of the wider Risk Analytics team, as well as for providing bespoke quantitative solutions to Firm Risk Management's requirements.

Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and innovating to better serve our clients and our communities in more than 40 countries around the world.

• Design, develop and maintain Python models and tooling to enhance the Firm's risk management processes and provide new insights for risk managers.
• Take ownership of the planning and execution of assigned projects, in close collaboration with other members of our global team as well as our support functions.
• Collaborate with risk managers, model reviewers, technology support teams and other stakeholders.
• Act as a role model of practical and sustainable code development standards within the wider Risk Analytics team.

• 5+ years of relevant work experience.
• A graduate degree (master's or Ph.D.) in a quantitative field such as Mathematics, Mathematical Finance, Physics, Computer Science, Statistics, Econometrics or Engineering.
• Strong software design and development skills in Python.
• Good understanding and experience of modern software development processes and best practices.
• Demonstrated interest in financial markets and the banking industry.
• Strategic mindset with strong business acumen and creative problem-solving skills.
• Excellent interpersonal and communication skills in both written and verbal English, with the ability to effectively communicate with both technical and non-technical stakeholders.
• Experience with developing an interconnected codebase as part of a larger team is a good to have
• Good understanding of financial concepts and product types.
• Familiarity with financial models of pricing and risk management is desirable
• Ability to translate regulatory guidelines on market risk model development standards into practical requirements is good to have