Morgan Stanley New York , NY 10007
The Real-time Market data department is part of the Algorithmic Trading Super Department. It is responsible for the market data infrastructure and applications that drive the Firm?s Sales and Trading platforms across Equity, FX and Rates.
The Real-time Market Data department is responsible for developing, engineering, deploying and maintaining applications to disseminate and enhance the value of the market data that comes into the firm. The primary focus is on developing and maintaining highly scalable systems using cutting edge technologies to process/distribute market data with ultra-low latency to enable efficient electronic trading. These systems supply data to Morgan Stanley?s smart order router, dark pool, and algorithmic trading engines. The department also develops and supports systems for non-latency sensitive applications with enriched real time calculations. We are a global team with developers in North America, Europe, and Asia.
This position is for hands on C development, engineering and integration role. The candidate will perform system design, development, testing and deployment to the production environment.
The responsibilities of this position are:
?Work with the application teams to understand requirements and define solutions
?Be involved in all aspects of the project lifecycle from requirements to deployment and subsequent Level 3 support
?Performing in-depth data analysis and modeling on the exchange market data content.
?Research on low latency technologies to keep the market data system competitive
?Design and develop systems to add value to the services the team provides
?Develop new market data feeds and calculations.
?Enhance existing systems to meet new business requirements.
?Perform testing, configuration changes and deployment to production
Bachelor's degree in Computer Science or equivalent
Experience with financial market data
Hands on experience with developing and supporting applications such as feed-handlers and/or market data consumer applications
3 to 5 years of experience with C
Hands on experience in design and development of multithreaded systems using C /Linux
Strong troubleshooting skills
Perl and UNIX/Linux shell scripting
Knowledge of the Unix/Linux operating system to perform troubleshooting, monitoring and system parameter tuning
Self-motivated and an ownership mentality
Excellent written and oral communication skills
Experience supporting and managing a mission critical system
SQL (Sybase or DB2 would be advantageous)
JAVA experience a plus
Knowledge of network concepts; understand the concepts of TCP/IP and UDP connectivity and data transfer. Knowledge of multicast is a plus