C++ Developer (hybrid)

Morgan Stanley

Montreal, Canada
On-site
C++ development
Large scale c++ applications
Pricing model implementation
This individual will work with strategists and modeling group to understand business requirements, architect technical solutions, and add/modify existing pricing models

Job Summary

  • This individual will work with strategists and modeling group to understand business requirements, architect technical solutions, and add/modify existing pricing models.
  • The current pricing engine is a cross-asset risk and valuation calculator performing around quadrillion calculations on a grid-based infrastructure.
  • At Morgan Stanley Montreal, we support the Firm’s global businesses and infrastructure with cutting edge technology and innovation.

Matching Summary

This individual will work with strategists and modeling group to understand business requirements, architect technical solutions, and add/modify existing pricing models.

Skills & Requirements

Must-have

  • C++ development
  • large scale C++ applications
  • pricing model implementation
  • Shell scripting
  • DB2
  • Perl
  • UNIX platform experience

Nice-to-have

  • financial data experience
  • Java development
  • OTC Derivatives experience
  • counterparty risk exposure
  • collateral systems exposure

Key Requirements

  • 2-5 years of experience in C++
  • Object Oriented Programming (OOP)
  • SQLs
  • SDLC understanding
  • French and English knowledge

Work Rights

Not specified

Tailored Resume

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