Morgan Stanley's Model Risk Management (MRM) Department needs to improve the efficiency and effectiveness of its model validation and independent testing processes by enhancing code quality, reproducibility, and developing new supporting tools and information systems.
Requirements
- Extensive experience with Python, Git, and Linux.
- Extensive experience with data management, analytics, and visualization.
- Proven track record of developing Python packages with appropriate documentation and test suites.
- Proven track record of developing robust Continuous Integration and Continuous Development pipelines.
- Strong background in Machine Learning and Statistics, ideally in the Banking/Finance industry.
- Experience with RDBMS and other types of database management systems.
Responsibilities
- Prototype and evaluate new tools and workflows that will optimize the process of model validation.
- Design, develop, automatically test, and maintain high-quality software applications using Python.
- Develop and distribute well-documented Python packages to support internal tools and applications.
- Engage with stakeholders, such as model reviewers, to understand their needs and build the tools they require to perform their jobs more effectively and efficiently.
- Develop robust Continuous Integration and Continuous Development pipelines.
Other
- relevant educational background (computer science or other engineering field)
- relevant work experience
- the ability to work independently
- a high sense of ownership
- demonstrate integrity
- 3-5 years of software development experience
- Excellent problem-solving skills and attention to detail.
- Strong communication skills, both written and verbal.
- Ability to work collaboratively in a team environment.
- Ability to prioritize and manage multiple competing objectives.
