Morgan Stanley's Model Risk Management (MRM) Department is looking to improve the efficiency and effectiveness of the department by increasing the quality and reproducibility of existing code bases and developing new tools and information systems to support the process of model validation and independent testing.
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.
- Experience with Python
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.
- Develop and maintain high-quality software applications using Python.
- Build tools to support the process of model validation and independent testing.
Other
- Bachelor's or higher degree in Computer Science or a related field.
- 3-5 years of software development experience
- Ability to work collaboratively in a team environment.
- Ability to prioritize and manage multiple competing objectives.
- Strong communication skills, both written and verbal.
