Developer - Other

  • Competitive
  • Shanghai, Shanghai Shi, China
  • Permanent, Full time
  • Morgan Stanley
  • 22 Jan 18 2018-01-22

See job description for details

The fixed income derivatives systems are in a phase of considerable multi-year change that are required to meet the demands stemming 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, thereby increasing revenues by offering cross-asset capability and reducing technology spend through consolidation. This is a graph-based, single data-store platform for calculating real-time ,intra-day, end-of-day risk and P&L for the firm's OTC cash and derivative businesses as well as developing analytical and trading tools to help drive revenue generation. The candidate will be part of the Risk practice area group, in a team specializing in risk calculation covering multiple asset classes such as Interest Rates Derivatives, Credit derivatives and FX derivatives. The team is responsible for calculation valuation, risk, profit & loss for both real-time and end-of-day and feeds where appropriate to downstream systems. There will be a considerable amount of interaction with trading desk and quants as well as financial controllers, market risk and derivative operations departments. The specific client interaction typically depends on the size and scope of current deliverables, and more importantly, the work stream assigned to at the time.
The ideal candidate will demonstrate an eagerness to learn the existing platforms, which are built using Java and Scala, and be proactive in designing and building the next generation of systems to meet the business demands. The person will also be able to handle competing demands including both tactical and strategic initiatives, manage own work to aggressive deadlines and work within a globally distributed team. The role will offer a good opportunity for those looking to make a difference to a major business division.

Qualifications:

Roles and responsibilities include:
-develop scalable, optimized components for cross-asset risk computation
-design and develop various analytical/trading applications for desk (traders and strats)
-analyze and optimize performance of realtime, intra-day and end of day risk computation
-Design and implement cross-asset APIs targeted to be used by strategists and developers
-provide support for risk engine and distributed grid infrastructure, and resolve production issues in a timely manner
-communicating with strategists and other stakeholders

Qualifications/Skills Required
-Excellent code development skills
-Problem solving ability including ability to discuss and refine requirements with users, convert those requirements into a design and build a solution to meet that design
-Ability and willingness to quickly learn new technologies (tools, programming languages, existing code etc)
-Strong communication skills
-Strong team working ability in local and global teams