Scala/Java Developer – Fixed Income Securities Risk - Associate
- London, England, United Kingdom
- Permanent, Full time
- Morgan Stanley
- 19 Feb 18 2018-02-19
See job description for details
The Fixed Income Derivative Products Group develops software that enables Morgan Stanley to sustain and grow its highly successful derivative trading businesses - a key growth area for the Firm. Strats, risk managers and traders use our systems to monitor their daily risk and profit & loss, and to run ‘scenario’ calculations to assess the potential effect of changes in market conditions.
We are looking for a strong developer to work within a global team on the Fixed Income Derivative and Cash Risk systems. We develop calculation logic and infrastructure in both our existing Java risk platform and the new Scala based risk system we are building as part of the firm’s Pioneer program, co-operating with many other teams.
- You will work as a Scala/Java developer involved in the full development lifecycle, designing and developing functionalities for new and existing components of our risk systems.
- Your main focus will be to deliver technology solutions for the firm’s fixed income cash instrument business. During the migration from the existing Java based system to the new cross-asset Scala based system, we aim at identifying deficiencies and providing more accurate and more efficient calculation of securities such as corporate bonds, governments and bond futures. As more products and metrics are supported by the new system, you will further enable the business with new capabilities on an advanced platform using cutting-edge technologies.
- You will make use of your skills in software development, mathematical analysis and general problem solving, in a fast-paced and dynamic environment. Your will work with distributed systems using grid computation and be responsible for all stages in the continuous delivery pipeline, including coding, testing, and production support. You will collaborate closely with the several global teams within the Credit Derivatives technology and Interest Rate Derivatives departments and interact directly with the business units, as well as the Firm’s middleware IT groups when using their frameworks/software.
- You also have the opportunity to work on areas related to yield curves and interest rate analytics, which is fundamental to the analytics models of all financial products covered by our systems, which is a great for developing a horizontal view of the systems.
- Strong Scala or Java, or evidence of excellence in other languages with strong desire to learn Scala
- Ability to understand new & abstract concepts, learn about them and create your own abstractions.
- Strong analytical skills. Financial knowledge is a plus but not a must.
- Ability to navigate a large and complex code base.
- Data structures, design patterns and multi-threaded programming.
- Unit testing, continuous integration.
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.
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