Java/Scala Developer (Macro Risk System)

Job Description

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. We provide you a superior foundation for building a professional career where you can learn, achieve and grow.Technology/Role/Department at Morgan Stanley Technology is the key differentiator that ensures that we manage our global businesses and serve clients on a market-leading platform that is resilient,safe, efficient, smart, fast and flexible. Technology redefines how we do business in global, complex and dynamic financial markets.We have a large number of award winning technology platforms that help to propel our Firms businesses to be the top in the market. Our India technology teams are based in Mumbai and Bengaluru. We have built strong techno-functional teams which partner with our offices globally taking global ownership of systems and products. We have a vibrant and diverse mix of technologists working on different technologies and functional domains.There is a large focus on innovation, inclusion, giving back to the community and sharing knowledge.Institutional Securities Technology (IST) develops and oversees the overall technology strategy and technology solutions to drive and enablethe Institutional businesses and enterprise-wide functions. Fixed Income Technology is part of IST.We work closely with Sales & Trading and Quantitative Strategists team to develop next generation risk and trading systems to achieve their business goals.Job ResponsibilitiesWe are currently seeking a proven and experienced hands-on developer within Macro Risk Systems Technology group.. Enable the growing local business for macro and credit sales & trading in Mumbai. Provide technical solutions for Asia trading desks located in Singapore, Hong Kong, and Tokyo. Work on global strategic projects for derivatives trading, market data, pricing and risk calculation, scenario analysis, and p&l attribution.Typical projects would be:. Develop tools for salespeople and traders to keep ahead of the market;. Provide IT coverage for sales/trading, desk strategies, FID COOs, operations, controllers, and market risk department;. Integrate mathematics models into pricing and risk system and write risk measures 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., *Skill Required: . Experience level 4-8 years. Strong academic record with Bachelors level or above in a computational field like Computer Science, Mathematics, Electrical Engineering, or a related discipline. 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 applicationsDesired Skills. Knowledge of fixed income market, financial models, and risk management. 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

Keyskills :
interest rate swapsmarket riskmarket datarisk systemsrisk analyticsfixed income technologylegacy systemsfixed incomefixed income derivativesfinancial risk