Quant jobs / Morgan Stanley

Quantitative Developer, IED

A quantitative developer in the Institutional Equity Division who builds the systems behind research, pricing and live trading. The role sits between quant researchers, traders and technology.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build and tune low-latency trading and pricing applications in C++ or Java
Automate the path from a researcher's model to a production strategy
Improve exchange connectivity and order management components
Work with traders to turn pricing and execution ideas into reliable software
Support optimisation and risk tooling used by the desk

What they ask for

Required

C++ or Java
Data structures and algorithms
Distributed systems
Low-latency design
Networking
Exchange connectivity and order management
Quantitative problem solving

Preferred

KDB
Python
Execution or market-making algorithms
Portfolio optimisation
Numerical libraries

Education: No degree level stated; strong quantitative and analytical background expected.
Experience: Experience level not stated; practical systems experience expected.
Languages and tools: C++
Java
KDB+/q
Python
Markets: equities, options

How to prepare

Write a small order book or matching engine in C++ and profile it
Study how exchange connectivity and order management systems work
Learn KDB/q basics on a tick dataset
Review execution and market-making algorithms at a conceptual level

What to study

The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Morgan Stanley’s site before applying: requirements, location and pay can change after we check them.

View the posting on Morgan Stanley’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Morgan Stanley and doesn’t handle applications.