What you'll do in the role: Morgan Stanley & Co. LLC is seeking a Vice President, Strats in New York, New York to research new alpha models to implement to improve CRB's risk management. Manage the team's infrastructure, setup of servers and new processes, and continuous monitoring. Automate recurrent tasks for sales and trading employees of different desks. Coordinate with Datazone's team to leverage their tools and infrastructure. Design, Implement, and maintain algorithms and data analysis tools for traders. Create web visualizations and dashboards to help traders understand the system's behavior, manage system's properties and limits, and understand market's flow. Coordinate Machine Learning projects with the Firm's Machine Learning Research team. Telecommuting permitted up to 2 days per week.
What you'll bring to the role:-Requires a Bachelor's in Computer Engineering, Computer Science, Engineering, or a related field of study.
-Requires three (3) years of experience in the position offered or three (3) years as an Associate, Data Engineer, or a related role.
-Requires three (3) years of experience with the following skills:
- Utilizing Quantitative Portfolio Management with Barra factors, factor modelling, and back testing, simulation;
- Algorithms and data structures using Big O notation, time complexity, sorting algorithms, search, optimization, graph algorithms, Dijkstra, Kruskal, A*;
- Applying Functional programming with recursion, function composition, currying, and side-effects;
- Python;
- Java;
- Kdb/Q;
- Object-oriented programming;
- Evaluating Machine learning using cross-validation, deep learning, time-series forecasting, Natural Language Processing (NLP);
- Data pipelines using ETL, Airflow, Luigi, Data Quality, and Anomaly Detection;
- Implementing Back-end development utilizing APIs, REST, SOAP, FastAPI, Flask, Node.js;
- Front-end development using Angular, jQuery, HTML, CSS, and SCSS;
- Data visualization using Plotly, Dash, and Highcharts;
- Implementing CI/CD pipelines through Jenkins, GitLab, and GitHub;
- Cloud infrastructure including Shell scripting, and Linux;
- Container frameworks for application distribution;
- Container orchestration and cloud applications distribution and management technologies; and
Python backend development frameworks.
Expected base pay rates for the role will be between $225,000 and $250,000 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.
To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser.
