Senior Fixed Income Derivatives Desk Facing Developer, Associate/Vice President Senior Fixed Income Derivatives Desk Facing  …

Morgan Stanley
in Hong Kong
Permanent, Full time
Be the first to apply
Competitive
Morgan Stanley
in Hong Kong
Permanent, Full time
Be the first to apply
Competitive
Senior Fixed Income Derivatives Desk Facing Developer, Associate/Vice President

We are currently seeking a proven and experienced hands-on senior developer within Interest Rate Derivatives Technology group. Our team works closely with Interest Rates Sales & Trading and Quantitative Strategists team to develop next generation risk and trading systems to achieve their business goals.

A successful candidate would have responsibilities like below:

- Provide IT coverage for Interest Rate business in Non-Japan Asia, with day-to-day interaction with sales/trading, desk strategies, FID COOs, operations, controllers, and market risk department;

- Develop tools for salespeople and traders to keep ahead of the market;

- Integrate mathematics models like SABR or HJM simulation model into the risk system for a wide range of products, like bonds, futures, listed options, interest rate swaps, inflation products, cap/floor/swaptions, CMS, Bermudan options, exotic options, FX/Equity/ Credit/ Commodity/ Inflation hybrid products, and structured notes.

- Develop tools to handle market data (market data calibration, real-time market data, eod marking, derived market data, historical market data retrieval APIs, etc)

- Develop large-scale distributed systems to compute and report intra-day and eod-of-day risks, PnL (Profit and Loss) and market scenarios to senior management, trading desks, controllers, and market risk department;

- Design APIs so that the pricing and risk analytics can be accessed programmatically by other internal systems and processes;

- Migrate portfolio from legacy systems to our new proprietary cross-asset risk calculation system, which would help to drive revenue, improve the business efficiency, respond to regulatory requirement, and reduce capital requirement and IT cost;

The role requires someone who is self-motivated and fast-learning, delivers results quickly, takes ownership of critical problems and works throughout the full project lifecycle from problem analysis to successful delivery of the solution.
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