Montreal - Strats & Modeling / Core Analytics

• Company

  Morgan Stanley

• Location

  Canada-QC-Montreal

• Remuneration

  Competitive

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  18-Oct-2013

• eFC Ref no

  1228009

See job description for details

Position Description

This is a Montreal based role to focus on Credit, Fixed Income & FX products. The candidate will be required to work with other quantitative strats, sales and trading users (located in NY and London) to deliver analytics. In addition the candidate should be open to occasional travel to NY and London. The role will be mostly hands-on programming and modeling. The development languages to be used include (but not limited to) KDB/Q, Scala, and R.

Skills Required

- Strong quantitative academic background - most likely a PhD or MS in a quantitative discipline
- Highly technical with computer programming education or experience (Java/C++) , low latency and high frequency, data structures, parallel processing, etc
- Must have strong mathematical skills
- Strong interpersonal and communication skills
- Team player

Skills Desired

- Financial product experience - liquid products, derivatives, options
- Hi-frequency and adaptive trading strategies
- Machine learning (support vectors), stochastic process, statistics - regressions and probabilities, algorithms
- KDB/Q and R

• Apply online