What you'll do in the role:Morgan Stanley Services Group, Inc. is seeking a Director Software Product Management & RE in New York, New York to provide best-in-class reliability engineering services for the Firm's flagship fixed income derivatives pricing and risk management system. Interact in person daily with sales and trading desks across fixed income and support them in the usage of critical systems for pricing and risk management. Troubleshoot issues across the entire technology stack. Provide capacity planning, infrastructure management, stability management and downstream data delivery. Aggressively reduce toil and operational risk and broaden infrastructure and application observability by creating and deploying solution in Scala and Python. Able to understand the mechanics of interest rate and foreign exchange derivatives pricing and risk models to interpret the performance of the technical implementation of the models and efficiently construct communication channels between the business unit and development teams. Code proficiently in Scala and Python to create UI-based applications and perform code fixes in partnership with development and Strat teams. Analyze large data sets through statistical models to generate signals that can be used in assessing the stability of risk systems.
What you'll bring to the role:-Requires a Master's in Financial Mathematics, Data Science, Computer Science or a related field
-Requires two (2) years of experience in the position offered or two (2) years as a Technology Associate, Software Engineer, or related role.
-Requires Two (2) years of experience with the following skills:
- production systems support or application development on a trading floor; managing systems in a large scale distributed Unix/Linux environment;
- Automation-related experience is required, using Python, Bash, and Perl;
- developing UI-based applications in Scala to provide enablement and workflow optimization to a sales & trading business;
- understanding of fixed income derivatives pricing and risk models, with hands on experience debugging pricing issues, and risk report processing delays;
- handson experience applying the principles of System/Site Reliability Engineering (SRE);
- designing and instrumenting dashboards through big data analysis in Splunk and Python;
- Hands on experience on enterprise tools such as AppDynamics, and Grafana, with tangible experience creating Splunk-based observability tools;
- GitHub or any automation/configuration/release management tools;
- ability to reason through modern software and front-to-back systems architectures, including load-balancing, databases, queueing, caching, distributed systems failure modes, micro services, and Cloud;
- Working ability to interact with message transport platforms and protocols (MQ, CPS, XML, FIX) and distributed database technologies (DB2, Sybase,Mongo, Postgres, KDB);
- Practical experience with Autosys scheduling and batch processing concepts;
- understanding of distributed computing, infrastructure and operating system concepts such as processes, memory allocation, and networking.
Expected base pay rates for the role will be between $160,000 and $170,000 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.
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