Associate, Institutional Securities Tech

Morgan Stanley

New York, New York, United States
Base: $156,000 py; bonus/equity: commission, incen...
C++ programming experience
Fixed income product pricing
Data structures and algorithms
The role involves creating valuation and risk infrastructure needed for pre-trade, post-trade, intraday, and end-of-day computations

Job Summary

  • The role involves creating valuation and risk infrastructure needed for pre-trade, post-trade, intraday, and end-of-day computations.
  • Candidates will develop scalable, optimized components for cross-asset risk computation and design business logic for valuing financial assets.
  • Morgan Stanley offers a supportive environment with comprehensive employee benefits and opportunities to work alongside diverse, talented professionals.

Matching Summary

The role involves creating valuation and risk infrastructure needed for pre-trade, post-trade, intraday, and end-of-day computations.

Salary

Base: $156,000 per year; Bonus/Equity: Commission, incentive compensation, discretionary bonuses possible; Benefits: Comprehensive employee benefits and perks

Skills & Requirements

Must-have

  • C++ programming experience
  • Fixed income product pricing
  • Data structures and algorithms
  • Risk computation optimization
  • Financial asset valuation

Nice-to-have

  • Collaborative team environment
  • Innovation in financial technology
  • Client-focused problem solving

Key Requirements

  • Master's degree in Financial Engineering or Computer Science
  • Six months of relevant experience or internship
  • Experience with C++, Fixed Income, and Data Structures

Work Rights

Not specified

Tailored Resume

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