Senior C++ Developer at Morgan Stanley in Montreal, QC

echnology

The Technology division partners with our business units and leading technology companies to redefine how we do business in ever more global and dynamic financial markets.

Our sizeable investment in technology results in leading-edge tools, software, and systems. Morgan Stanley's sizeable investment in technology results in quantitative trading systems, cutting-edge modelling and simulation software, comprehensive risk and security systems, and robust client-relationship capabilities, plus the worldwide infrastructure that forms the backbone of these systems and tools. Our insights, applications, and infrastructure give a competitive edge to clients’ businesses—and to our own.

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:

We are seeking a number of strong software developers to join Morgan Stanley's algorithmic trading technology teams in Montreal. The ideal candidate will have strong C++, experience in large-scale real-time systems, deep knowledge of data structures and algorithms, problem solving skills, and good communication skills. The candidate will be responsible for the analysis, design, implementation, testing and deployment of strategic and tactical solutions for execution strategies, improving scalability, performance and efficiency of the strategies.

These roles are key to the automated and algorithmic trading technology group. At a high level, the mission for this role over the next one to two years includes: the development of low-latency, high performance electronic trading applications and application infrastructure as part of a global strategic low-latency Algo/Electronic trading plant renovation; the evolution and adoption of core application infrastructure ranging from development and testing services, continuous delivery, to high performance, resilient and scalable runtime services and libraries.

The successful candidate joins a new green field development project building systems to monitor, manage, and control high-frequency and low-latency trading systems in real-time.

The trading platform includes benchmark, low latency and crossing strategies across various asset classes inclusive of Equities, Options, Futures, and FX. The team is responsible for the full software life cycle of these systems.

We work closely with our business partners in sales and trading, risk management, compliance, operations, research and other technology teams at Morgan Stanley.

QUALIFICATIONS

Skill Required:

- Expert C++ skills with 10+ years of experience writing production code

- Proficiency with Unix/Linux and multicast networking.

- Knowledge and experience on agile software development practices

- Excellent written and verbal communication skills

- Experience developing client-server, distributed, real-time, performance-critical, highly

available, or large-scale systems

Skills Desired:

- Experience building low latency trading engines and algorithms in C++ using

STL/Boost/Multithreading for a Unix/Linux platform

- Previous experience leading a small team

- Experience coding for a latency sensitive trading environment is a strong plus

- Knowledge of financial technologies (e.g. FIX protocol) and business applications useful but not

required

- KDB/Q experience

- Trading and financial modelling

- Delivery/Project management experience

Knowledge of French and English is required.