Strat Facing Scala Developer - Valuation and Risk - Associate / VP

  • Competitive
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Morgan Stanley
  • 24 Sep 18 2018-09-24

See job description for details

You will join the Risk Infrastructure group - Our team has built a strategic state of the art cross-asset valuation risk computation platform for our Fixed Income businesses. The platform's developer base extends from IT developers to quants & desk strategists. During this role you will work closely with strategists on the trading desks to provide solutions to traders, structurers and salespeople. You will be sitting with strategists on the trading floor and will be expected to interact with multiple business lines (e.g. Interest Rate Derivatives, FX, Credit and others). You will join a globally distributed team with colleagues based in London, Shanghai and New York and interact with Strats in London, New York Hong Kong and Tokyo.


  • You will participate in strategist projects to deliver functionality to traders/structures.
  • You will developer code in Scala and be responsible for managing the full SDLC.
  • Your role will involve developing risk measures, analytics or other libraries needed for the strategists/desk.
  • You will analyse and optimize performance of critical desk tools written on the platform.
  • You should develop/maintain cross-asset APIs for consistency and ease-of-use of the platform.
  • You will advise/mentor strategists who are developing on the platform on best practices and design.
  • Your role will involve communicating with global team, trading desk strategists and other stakeholders.


Desired Skills:
  • Excellent code development skills â€" willing to learn and develop in Scala full-time.
  • Exposure to pricing, risk computation and financial models (e.g. interest rate models).
  • Strong oral and written communication skills.
  • Strong team working ability in local and global teams.
  • Previous exposure to trading risk systems.
  • Do not have to currently be developing in Scala.

Company Profile:
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