Fixed Income Derivative Products Group - Java/Scala Risk Systems Developer

  • Competitive
  • Hong Kong
  • Permanent, Full time
  • Morgan Stanley
  • 16 Jan 17

See job description for details

Description:
The Fixed Income Derivative Products Group is focused on delivering the technology that allows Morgan Stanley to continue to grow its highly successful derivative trading businesses.

We require strong Java/Scala developers to work within a global team on the Credit Derivative and Cash Credit Risk systems. We are recruiting to both optimize/enhance our existing Java risk system, and develop new functionality in the greenfield Scala risk system we are building as part of the firms Pioneer program.

The ideal candidate will have at two or more of the following three areas of experience:
- Strong Core Java, including distributed systems development experience. For example, experience of using and designing distributed caches or distributed/grid computation. Experience with products such as Datasynapse, Platform Symphony, Akka, Coherence, Infinispan, Cassandra etc. is an indication of the kind of tools we use and build.
- Scala development experience, including Collections. We are using internally developed frameworks that build upon Scala Async and Scala Futures.
- Risk systems development experience, with experience of optimizing or developing Risk or P&L calculations. We are not looking for underlying model library/pricer experience, but if you have it will be a plus.

Our systems are based on highly concurrent grid and distributed caching technology so you should be comfortable working in this kind of environment.

The role will involve all aspects of the software life cycle including gathering requirements from the business, analysis of existing systems/functionality, design and implementation, all the way through to production roll out and subsequent support. We need flexible candidates who are practical technologists, show excellent problem solving skills and enjoy all aspects of software development.

Fixed Income business knowledge would be an advantage, but is not essential. A willingness and ability to learn is.

The successful candidate will work closely with the several global teams within the FI DPG technology department and, when necessary, interact directly with the business unit and with the Firm?s middleware IT groups when using their frameworks/software.*L1-KW1

Qualifications:

Skills Required:
The ideal candidate will have at two or more of the following three areas of experience:
Strong core Java:
- Data structures, design patterns and collections
- Multi-threaded programming
- Java standard APIs
- Distributed systems
Scala:
- Core Scala APIs including the collections
- Usage of ?implicit? methods, parameters and classes
- Functional programming idioms
- Understanding of the performance characteristics of common Scala idioms
Risk systems experience
- Optimization of calculations
- Implementing new Risk calculations based on requirements from the business

Skills Desired:
- Good communication skills, experience of front office environments
- Risk Aggregation
- Scala Macros and/or Compiler plugins
- Eclipse IDE ( we use 3.8 )
- Gradle
- Junit
- Fixed Income business / analytical knowledge
- OSGi bundle definition
- Java performance and tuning
- Grid computing frameworks
- Distributed caching
- Etrading process / connectivity knowledge
- Unix/Linux shell