Quant Developer; Build Engineer – Fixed Income Strategies Group – VP​/ED

Quant Developer (Build Engineer) – Fixed Income Strategies Group – VP/ED

The Fixed Income Division (FID) is comprised of Interest Rate and Currency Products, Credit Products, Securitized Products, and Municipal Securities. Professionals in the Division assess and actively manage risk, trade securities, and structure as well as execute innovative transactions in the fast-paced and constantly changing global markets. The Commodities Division is a market leader in energy, metals, and agricultural product trading worldwide whose professionals trade in both physical and derivative commodity risk.

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.

As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence, and strong team ethic. We can provide a superior foundation for building a professional career – a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.

We are looking for a technical, hands‑on specialist to handle aspects of C++ build engineering for the Fixed Income (FID) pricing and risk modelling libraries. This is a challenging and high‑profile role involved in standardising and modernising the build tooling, dependencies, and build performance across the whole landscape of these libraries across asset classes.

The successful candidate will help to modernise the build environment of FID analytics libraries in line with Morgan Stanley C++ development platform roadmap and tooling. This will include migration of analytics multi‑platform builds from Premake to Bazel, adoption of Conan, delivering and supporting capabilities such as remote cross‑platform compilation, caching, and integration with Visual Studio and VSCode. The successful candidate will also assist development teams with various aspects of modernising the analytics C++ codebase, including compiler upgrades (msvc, gcc, icc, clang), dependency upgrades (e.g. Boost, NAG), adoption of standards, adopting and modernising various tooling such as IWYU, clang‑tidy, and other improvements to our automated build, release, integration and testing infrastructure covering the several million lines of C++, Java, and Scala source code.

This will include aspects of configuration of Jenkins jobs, source code management tooling, and supporting trading desk strategists’ use of development environment. The role is part of global FID Quant Dev build‑release team, working closely with colleagues in development, infrastructure, and desk strategies teams to deliver an efficient, modern, and standardised development environment, supporting key library development projects across FID.

Most of the Fixed Income portfolio is valued and risked using these pricing and risk modelling libraries, which are used by many varied applications throughout the firm and have multiple inter‑dependencies. This requires that we build the libraries in a consistent manner on multiple different platforms, and integrate them into the varied application landscape, which is itself constantly changing. Our ability to patch, test and release new functionality within hours if not minutes can be critical to our success as a business and the successful candidate will be critical to helping us achieve this.

• Extensive experience with C++ build engineering, preferably in financial services.
• Extensive experience with Bazel.
• Extensive experience with git.
• Extensive experience supporting use of Visual Studio or VSCode.
• Experience of modern C++ development (from C++11 to C++20).
• Experience of scripting in python, windows/linux shell.
• Experience of working in a globally distributed team.
• Familiarity with build acceleration tools such as Incredibuild, distcc and ccache.
• Familiarity with standard code quality tools such as sonar, cpplint, clang‑tidy.
• Familiarity with package/dependency management tools such…