Technology - Software Engineer C++ - Real Time Interest Rate Risk & PnL Systems, Associate - Hong Kong
- Hong Kong Hong Kong Hong Kong HK
- Permanent, Full time
- Morgan Stanley
- 17 Aug 18 2018-08-17
See job description for details
The team develops real-time Risk and PnL system for flow interest rates products, and covers Interest Rates and FXEM business in major global trading regions. The work includes projects/system changes delivery to front office users and support time critical intraday trading business. The team develops C++ application as a main system, and also works to integrate the system with Scala-based platform. Software design and development skills on both C++ and Scala is desired, but it is not limited to those languages only.
? You will be fully involved in Intraday Interest Rate Risk and PnL system development and support
? You will implement high speed and large scale real-time calculations for flow products.
? You will closely work with front/middle office users for all phases of projects to gather requirements, design, develop, deploy and support
? You will have to focus on time to market to deliver business requests on the existing system.
? The position will provide the opportunity to obtain in-depth knowledge about interest rate business and software design/development experience on risk and PnL calculation platform
? The work also involves on-call support duty and regular interaction with QA testing/support teams. This includes outside of regular business hours when necessary
? In-depth knowledge of development with C++ 11 or higher and multi-threaded platform
? Strong knowledge of Unix/Linux with experience of application development
? Experience with project lifecycle management
? Experience with scripting languages
? Experience with unit/regression testing
? Scala/Java programming skills
? Knowledge of interest rate cash and derivatives