IRD Risk Management Systems Developer - Associate
The global IRD Risk Management Systems team is responsible for developing technology supporting the interest rate derivatives business. It is responsible for market data management and calibration, and the systems to calculate valuations, risk, profit and loss for both real-time and end-of-day and feed all this where appropriate to downstream systems. There is a considerable amount of interaction with trading desk and quants as well as financial controllers, market risk and derivative operations departments.
The interest rate derivatives systems are in the considerable multi-year change that are required to meet the demands coming from regulatory change, expansion of electronic trading of derivatives and a firm-wide strategic goal to increase market share in this area, set against a backdrop of rapidly evolving global economic conditions. Key elements of this renovation include
The calculation of risk, p&l and trade information to the firm-wide finance and risk management systems
The renovation of risk calculation and aggregation systems in IRD
The efficient use of large parallel grid computing infrastructure
End-of-day marking and market data management
This is an opportunity to participate in the firm's global core initiatives in renovating its IRD IT systems.
- Self-motivated, quick-learning and comfortable working across numerous technologies
- Able to work across a full project lifecycle
- Strong software engineering, analytical and problem solving skills
- Hands-on experience in Java or Scala multi-threaded applications
- Excellent written and oral English, good communication skills
- Interest in different financial areas; business problem solving
- Experience in server side Java development and distributed systems
- Knowledge of fixed income derivatives would be very preferable - specifically experience with mathematical model integration
- Experience in financial risk calculation and management system
- Experience in distributed computing or cloud computing, Java/Scala performance turning
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.
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. Morgan Stanley 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.
Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing and advancing individuals based on their skills and talents.*LI-RJ1