Vice President, Strats Position Available In New York, New York
Tallo's Job Summary: This job listing in New York - NY has been recently added. Tallo will add a summary here for this job shortly.
Job Description
Morgan Stanley & Co. LLC seeks a Vice President, Strats in New York, New YorkWork on the development of KDB and PyKx data frameworks, to enable real time analytics, high speed data processing and efficient time series data management. Contribute to architecture and implementation of data framework tailored towards data onboarding and utilization. Leverage advanced quantitative modeling techniques to analyze and identify trends in the market data to drive profitability and mitigate risk for trading books. Develop a robust profit and loss attribution engine to enable accurate assessment of trading performance and enhance decision making capabilities for better trading flow management. Develop dynamic dashboards in Python to provide insights into portfolio performance, trading flow analysis and risk exposure, to enable informed decision making for cash traders. Work with the Strats and technology teams to foster innovation and optimize workflow efficiencies to achieve business objectives for Sales and trading teams.
Requires a Master’s degree in Information Management, Computer Science, Computer Engineering or a related field and three (3) years of experience in the position offered or three (3) years as an Application Developer, Data Analyst, or a related role. Requires three (3) years of experience with: Python, including NumPy, SciPy, pandas, scikit-learn and keras; Java; KDB/Q; relational databases, including MySQL and Postgres; NoSQL databases, including MongoDB; cloud-based data platform, including Snowflake; building data pipelines with ETL Tools, including Luigi and Apache Airflow; working on real-time streaming data pipelines, including Apache Kafka; Matplotlib, Seaborn, and dynamic plot building; Plotly Dash; Delta One products, including Equities, ETFs, index, and futures; market microstructure and order-flow dynamics; statistical analysis, including hypothesis testing, regression analysis and time series analysis; Machine Learning algorithms including supervised leaning – linear regression, decision trees, random forests and unsupervised leaning – clustering, and dimensionality reductions; market data symbology, pricing data, corporate actions, and event-driven studies; software development life cycle (SDLC); Agile; Git; and Unix/Linux.
Minimum Salary:
240,000
Maximum Salary:
250,000
Salary Unit:
Yearly
