IRD Risk Management Systems Developer

  • Competitive
  • 上海, 上海市, 中国
  • 未指明
  • Morgan Stanley
  • 2017-04-25

See job description for details

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 early phase of 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 aggregtion systems in IRD
- The efficient use of large parallel grid computing infrastruture
- End-of-day marking and market data management
This is an opportunity to participate in the firms global core initiatives in renovating its IRD IT systems.*LI-AW1

Qualifications:

Skills Required
- 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

Skills Desired
- 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