DUTIES Morgan Stanley & Co. Inc. seeks a Vice President, Equity Proprietary Trading Engine Specialist in New York, New York to manage all aspects of the real time C++ algorithmic trading engines with a focus on short term time horizon trading. These responsibilities include design, development, integration and maintenance. Design, build and maintain alpha scripts constantly processing appropriate data and communicating with downstream trading engines. Incorporate trading analysis systems into overall quantitative trading environment. These analysis systems evaluate the viability of future trading strategies, allow comparison of live trading with theoretical results from the research done in the development of the strategy and permit evaluation of overlap between new and existing strategies. Components of these analysis systems utilize SAS and R mathematical programming languages to determine which trading strategies are appropriate to deploy and how production matches theoretical results. Communicate quantitative analysis results to other quants and portfolio managers to drive future implementation, research and testing of quantitative trading strategies. Knowledge of how this algorithmic trading will perform across regions given the rules and nuances of local exchanges is crucial. Work with internal and external operations and Morgan Stanley technology to deploy and manage strategies in live trading environment across the Americas, Europe and Asia. Utilize expert level C++, PERL, SAS, and R programming.
Skills Required: REQUIREMENTS Bachelor's degree or equivalent in Computer Science, Mathematics, or related field and two (2) years of experience developing trading systems on behalf of a global financial services firm. Prior experience must include designing and developing robust multi threaded real-time C++ trading engines; developing market data gathering, analysis and processing scripts; and, developing, deploying, and maintaining front office financial systems utilizing C++ and Perl on Unix operating systems.
QUALIFIED APPLICANTS
Please apply directly through this website or e-mail your resume to ef60098@msresumes.com. NO CALLS. EOE
