Technology, Fixed Income Risk System Developer, Analyst/Associate, Shanghai Technology, Fixed Income Risk System Developer,  …

Morgan Stanley
in Shanghai, Shanghai Shi, China
Permanent, Full time
Be the first to apply
Morgan Stanley
in Shanghai, Shanghai Shi, China
Permanent, Full time
Be the first to apply
See job description for details
We are currently seeking a hands-on developer within Fixed Income Derivatives Technology group. Our team works closely with Interest Rates and FX Sales & Trading and Quantitative Strategists team to develop next generation risk and trading systems to achieve their business goals.

A successful candidate would work on one of the world’s largest Scala projects, and would have responsibilities like below. We balance between strategic system renovation projects and day-to-day business coverage based on each team member’s preference and expertise.

    Integrate mathematics models like SABR or HJM simulation model into the risk system 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 for salespeople and traders to keep ahead of the market;
    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;
    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;

We serve not only internal clients in the region but also act as a technology provider to global Interest Rate and Foreign Exchange trading desks. The role requires someone who is self-motivated, quick-learning, can take ownership of critical problems and work throughout the full project lifecycle from problem analysis to successful delivery of the solution.

Basic Qualifications
- Strong academic record with Bachelor's level or above in a computational field like Computer Science, Mathematics, Electrical Engineering, or a related discipline
- Experience in medium to large scale server side Java or Scala distributed applications
- Strong software engineering, analytical and problem solving skills
- Strong interest in learning about the financial markets
- Excellent written and verbal communication skills including experience speaking to technical and business colleagues and working globally


Preferred Qualifications

- 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

- Understand DevOps and Continuous Development Principles