Java / Scala Dev (Application Development)
- Budapest, Budapest fovaros, Hungary Budapest Budapest fovaros HU
- Permanent, Full time
- Morgan Stanley
- 24 Sep 18 2018-09-24
See job description for details
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.
FRM IT is a global IT organization with 300+ members spread over three continents. The department is responsible for developing and overseeing the enterprise technology strategy and bespoke technology solutions to enable Morgan Stanley to comply with international regulatory frameworks for calculating regulatory capital levels, enforcing risk governance, and providing comprehensive reporting and disclosure. The department is executing an ongoing program of work to extend the capabilities of the Firm Risk platform to meet both internal and external requirements. Our clients include Risk Managers and Middle Office stake holders responsible for managing the Firm's Market, Credit, Operational, Liquidity and Model risk.
Market Risk team calculates risk numbers (VaR) for Morgan Stanley on a daily basis. Teams are located in New York, Budapest, London and India. This means that team members are involved in international communication on every day.
Currently the VaR Risk Engine team has 6 developers in Budapest, 3 developers in New York. The team interacts with Business Analysts, and Clients located in Budapest, London and New York.
Candidate should be able to discuss new requirements from the Business Analyst team and design new components based on object oriented principles. Also she/he should be able to understand existing code base (Java/DB2/PostgreSql/Shell scripts) and work in virtual teams with other regions during the development in order to finish the project.
The team is responsible for the development and maintenance of Risk Engine backends (VaR, SVaR), mainly written in Java and C++. The engines combine Market Data with Benchmarks and produce PnL numbers, and statistics, which are then used by Risk Managers to set the firm's capital limits. The day to day tasks involve requirement gathering, development, QA and production support.
- 5+ years of experience in Software Development
- 5+ years practical experience with Java
- Excellent analytical ability
- Strong collaboration and communication skills
- Practical experience with DB2 and/or Greenplum
- Practical experience with PL/SQL
- Experience with scripting languages (ksh/python)
- Experience with Spring framework
- Experience with C++
Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize 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.