Front-office Credit Risk management technology group is seeking a C++ developer for pricing model implementation projects required to support and enhance mission critical Credit Risk data infrastructure, as well as to contribute to strategic initiatives.  This individual will work with strategists and modeling group to understand business requirements, architect technical solutions, and add/modify existing pricing models. This role requires an individual who has an experience of developing in large scale C++ applications. The current pricing engine is a cross-asset risk and valuation calculator performing around quadrillion calculations on a grid-based infrastructure.  This person must be a quick learner, adept at managing relationships and prioritizing requests across a diverse set of clients.  Key technologies are C++, Shell scripting, DB2, Java and Perl. Prior experience with financial data will be an added advantage.

Skills Required:

• 2-5 years of experience in C++
• Object Oriented Programming (OOP)
• Scripting languages – Perl/Python/Shell as well as UNIX platform experience.
• Database - Ability to write SQLs
• Understanding of SDLC

Skills Desired:

• Java
• Prior experience with financial products, particularly OTC Derivatives
• Exposure to counterparty risk, margining, collateral or confirmation systems

Personal Attributes:

Integrity & ownership, good team player, ability to work under time and resource dependencies and constraints, ability to find simple and effective solutions, high degree of motivation to expand technical and business knowledge.

Business Area:

Counterparty Risk Systems calculate the Risk Analytics based on the current Positions held by the Firm and the Market Data. This includes the Firm’s Potential Exposure i.e. the potential credit risk that could be outstanding at some future time. The systems process OTC derivatives data, listed derivatives, futures, options, repos, stock loan, and other instruments that carry counterparty risk. The data generated by the Risk Systems is used by Fixed Income Division and Commodities CVA Desks for managing the counterparty risk (Hedging), Credit group to satisfy regulatory requirements, and Margining Systems to fulfill margining requirements.   

At Morgan Stanley Montreal, we support the Firm’s global businesses and infrastructure with cutting edge technology and innovation. The multi-faceted and highly technical Montreal team plays a critical role in building and maintaining our leading technology platform, including electronic trading, algorithm trading, cloud engineering, infrastructure, cybersecurity and AI/ML. Morgan Stanley has been rooted in the Montreal community since 2008 and is considered a leading employer among the area’s highly skilled technology talent. There’s ample opportunity to move across the businesses for those who show passion and grit in their work.

All our positions are located in Montreal, Quebec. We offer a hybrid work environment, combining remote work and attendance in the office.

Knowledge of French and English is required.

Build a career with impact. Visit morganstanley.com for more information.

WHAT YOU CAN EXPECT FROM MORGAN STANLEY:

At Morgan Stanley, we raise, manage and allocate capital for our clients – helping them reach their goals. We do it in a way that’s differentiated – and we’ve done that for 90 years.  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. At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. 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.

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential.