What's it like to work as software engineer at Morgan Stanley? Or is it better to work for a tech company like Amazon?

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A related question was answered by here: Don't work for Goldman Sachs or Morgan Stanley if you're a software engineer,  because these companies' primary missions are not to create software.  (1) Goldman  Sachs and Morgan Stanley's primary value (i.e. revenue) -generating  employees are the bankers and the salesman/traders. Every other  department supports these in some way. Not only does Technology/Human  Resources directly support them, but even departments like Private  Wealth Management could be seen as ancillary businesses that the firm  has simply to be competitive in their primary businesses. (This may  change as proprietary trading becomes a bigger portion of banks' profits  and algorithms continue to eat the world, but it's still largely true  for now.) If  you're a banker, they will fly you around the world to advise clients,  pay for your dinner when you stay late at the office (which is every  night!) and have you think about the business strategy issues facing the  leaders of the world's most important companies. If  you're a young salesperson, they will have you going out to nice  restaurants every night to get drinks with important clients, who are  generally older, established people that you likely wouldn't meet  professionally at a young age in other lines of work. If  you're a trader and you have a sick P&L, you can pretty much do or  say whatever you want and have the satisfaction of directly measuring  your success or failure every day. These  are the environments in which everyone ought to aim to be -- where you  are a key member of a team and your skills are central to the team's  success. These are in the environments in which you learn, grow and  develop. If  you do work for Goldman or Morgan, you can count on having a "good job"  and a "nice life," but that might not be enough -- in spite of  everything that I learned there, it wasn't enough for me. Your apartment  will have many things in it from Ikea. You won't worry any more about  buying songs on iTunes or that x  you've always wanted. Every time you have a few minutes away from your  Blackberry to check your bank account, it's a little bigger. But you  won't be building something. You won't be with the rockstars -- and the  rockstars are so much more interesting than the overachieving  wallflowers! Instead, come to Silicon Valley, Silicon Alley or a comparable place. We'll be  trying to build things for quite a while, so there's plenty of work that  needs to get done. Some of these things will not work and some people  may laugh at you for helping build them -- this is an unavoidable  consequence of doing something new and being on the cutting edge. But  some of the other things you build, people will use every day. Some of  the other things you build, people will talk about in hushed voices over  coffee about how much different life is now that x exists.  And this change, this growth is your opportunity. You will get the Ikea  furniture and all that good stuff eventually, but it won't matter  because it's never been about that. If  you believe that you can't get a job at one of these companies or have  too many responsibilities to start one yourself, first make sure this  self-belief is true. Many self-beliefs are not -- have you ever heard  your own voice recorded? There are a lot of companies out there. Go talk  to a few more. Then, if you still can't find a role or company that's  right for you, roll up your sleeves and re-discover your inner rockstar  that got you into programming in the first place. Go to a little more  school while you train in Emacs to Eye of the Tiger. Live off of savings  for a few months while you build something -- just one small app, just  one incredibly focused program, just one small thing -- that is  functional, beautiful in every way and makes your life a little bit  better. Show this to the people you want to hire you and when they see  it they will know immediately what you've known all along -- that they  are in the presence of a rockstar who is looking for a flock to soar  with. --- I  say this having just finished a genuinely fulfilling experience at  Goldman, which taught me some really important things and introduced me  to some high-caliber people.

If you are technology driven person you should be more inclined towards Amazon. If you like working with technology and its implementation in other sectors then Morgan Stanley is a good option.