Java / Scala Developer – Risk Infrastructure – Associate

  • Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • Morgan Stanley
  • 16 Oct 18

See job description for details

Team Profile:

As a leading financial firm, Morgan Stanley is obligated to analyse and report our market risk under extreme market conditions according to regulators requests. The regulatory scenario team is responsible to build cross asset technology systems which calculate such scenario impact and help our firm to comply with such regulatory obligations like CCAR, FDSF etc. The regulatory scenario risk system is currently being renovated to meet the rapidly increasing demands from the regulators both in calculation volume and risk result accuracy.

Key elements of this renovation include:
• The calculation of risk based on large number of complex regulatory scenarios
• The flexibility to calculate risk and reuse scenarios for different asset classes within the same system, e.g. Interest Rates products, FX products.
• A greater efficiency in mass risk result publishing and storage
• A system with which the market risk system may define, compose and modify scenarios with ease.
• An efficient large parallel grid computing infrastructure.

This project is one of the most critical ones within the firm. The developer has opportunity to heavily interact with risk officers, strats and multiple peer groups globally. The developer can also learn and understand business models, market risk and various cutting-edge technologies in this team.

Required Skills:

• Strong software engineering with a proven record of ability to work with complex systems
• Skills to analyse and solve problems independently
• Hands-on experience with Java or Scala multi-threaded applications
• Knowledge of C++, MATLAB/Simulink, Python
• Experience with functional programming, or at least interest in learning FP
• Ability to work through a full project lifecycle, from design to testing to release
• Experience in developing/maintaining predictive models
• Excellent written and oral English, good communication skills
• Interest in finance across different business areas
• Worked closely with senior trading desks


Company Profile:

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.

The salary for the role is competitive

The closing date for the role is 26/10/18

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