Fundamental Analysis Quant Developer, USA-NY-New York City
Fundamental Analysis Quant Developer
Company:
Morgan Stanley
Location:
USA-NY-New York City
Remuneration:
not disclosed
Position Type:
Permanent
Employment type:
Full time
Updated:
25 Nov 2009
eFC Ref no:
587603
See job description below
Position Category: Fixed Income Sales & Trading
Position Title: Fundamental Analysis Quant Developer
Job Level: Vice President
Location: USA - NY - New York
Education Required: Masters Degree
Position Description: Morgan Stanley is seeking Quant Developer to join the front office commodities strategies team. This position has a focus on developing the tools to facilitate fundamental analysis of energy markets.
Successful candidate will be a result-oriented problem solver, who can pick required math and finance background as needed.
Skills Required: - Collecting and organizing market data from public sources and third-party vendors - Setting up a framework for automated data mining developing data models for specific context-dependent datasets - Building tools for data analysis as well as performing the data analysis - Building the model to quantify the impact of the fundamental data on tradable instruments
Quant Developer will also - Collaborate with commodity traders and desk strategists on risk analysis, risk reporting, and value added trading strategies. - Contribute to the development of analytical libraries used for risk reporting
Skills Desired: 1) MS in a quantitative field, PhD is a plus. 2) SYBASE, MS SQL Server 3) VBA, VB, Perl, 4) C, C++, Java, C# 5) Basic knowledge of Statistics. Finance, Option Pricing Theory is a plus 6) Strong communication & collaboration skills are necessary. 7) Knowledge of energy markets is a plus.
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