C++ Developer - Equity Risk Systems - Associate
- London, England, United Kingdom London England GB
- Permanent, Full time
- Morgan Stanley
- 21 Mar 18 2018-03-21
See job description for details
The RiskViewer platform provides real time risk and P&L data across Morgan Stanley's equity derivatives franchise. It supports the full range of equity products from vanilla options through to exotics and swaps, and also supports additional asset classes (commodities, FX, rates and credit). Feeding the front end is a distributed architecture of multi-threaded server-side components and a compute farm for calculation of risk and pricing data. The platform also provides valuation services to a variety of trading engines, quoting/market making systems and pricing tools used by trading and sales.
RiskViewer is the primary client of the firm’s proprietary equity analytics library (LibAMG), and the team works very closely with the owners of the library to coordinate business-driven changes and to ensure that the calculations are done as efficiently as possible.
- Working in the Equity Risk Systems team in London, you will work on changes and improvements to LibAMG and its interaction with risk and pricing systems.
- You will be responsible for improvements to the architecture, to improve performance and time-to-market, helping to consolidate our #1 position in equities trading.
- The role involves making changes to the analytics library itself (written in C++) and its client systems, which are written in both C++ and Java. Experience with JNI would therefore be helpful.
- You will be working closely with colleagues from both technology and strategist teams to clarify requirements, formulate solutions and drive change
Skills required (essential):
- Knowledge C/C++.
- Experience of writing high-quality, robust software, and delivering this to end users
- Strong analytical, algorithm and problem solving skills.
- Strong track record of delivery.
- Knowledge of equity derivatives would be desired
- Database/SQL experience.
- Knowledge of Unix/Linux environment.
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