Overview

Quantitative Developer – Swap Analytics Jobs in Dubai – UAE at Morgan Stanley

Title: Quantitative Developer – Swap Analytics

Company: Morgan Stanley

Location: Dubai – UAE

Type: Full Time


Category: Software Development

Job Level

:Associate

Description

Given the continued spread of COVID-19 (coronavirus), all interviews will be conducted by phone or virtual connection to protect our candidates and employees.


Morgan Stanley is looking for Quantitative Developers to join its Curves and Swap Analytics team, to develop and support swap valuation algorithms Firm’s businesses across the globe.

You will:

-Implement and improve pricing and analytics for swap products in C++ and Scala

-Integrate the library into a common analytics platform

-Enhance the curve calibration library to provide better modelling of interest rate curves

-Deal with business users’ support requests

#LI-AC1

Qualifications

You have:


– B.Sc. or higher degree in a quantitative discipline

– Strong programming skills in C++ or Java

– Good understanding of Mathematics

– Confident command of English

– Good interpersonal and communication skills

– Attention to detail

– Experience with working in large codebases is a plus

– Experience with Scala / Java / Python, as well as a basic understanding of interest rate curves and swap markets is a plus

About us:

Morgan Stanley is a global financial services firm and a market leader in investment banking, securities, investment management and wealth management services.

At Morgan Stanley Budapest, we are shaping the future of our global business and contributing to our local community. Our team works across numerous areas, including Technology, Mathematical Modeling, Finance, Risk Management, Operations and Data & Analytics from our new state-of-the-art offices near the Danube and our City Gate office in the heart of the city center.

Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing and advancing individuals based on their skills and talents.

Learn about our culture and the opportunities for professional growth at Morgan Stanley Budapest:

Build a career with impact.

 

About Morgan Stanley