Technology - Senior Fixed Income Derivatives Desk Facing Developer, Associate/Vice President - Hong Kong

  • Competitive
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • Morgan Stanley
  • 18 Sep 18 2018-09-18

See job description for details

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.

Qualifications:

Basic Qualifications
? Strong academic record with Bachelor's level or above in a computational field like Computer Science, Mathematics, Electrical Engineering, or a related discipline
? Knowledge of fixed income market, financial models, and risk management
? Strong software engineering, analytical and problem solving skills
? Excellent written and verbal communication skills including experience speaking to technical and business colleagues and working globally
? Experience in medium to large scale server side Java or Scala distributed applications

Preferred Qualifications
? Strong experience working and building relationship with front office users
? Experience in financial risk calculation and management system or trading tools development
? Experience in distributed computing or cloud computing, Java/Scala performance tuning
? Full Stack development programming experience in HTML5/AngularJS, C# and KDB/Q
? Understand DevOps and Continuous Development Principles