The Market Risk Team develops software to measure and monitor market risk and capital for the firm's global portfolio. We are responsible to calculate the market risk of the firm. Based on the daily positional data, we run simulations to predict the amount of money the firm might potentially lose over different time horizons. Our clients include senior management, risk monitors, Market Risk research, traders and various regulators such as FINRA, SEC, EBA, ESMA, FCA and PRA. Market Risk team constantly updates its current suite of risk management tools, frameworks and processes or builds new ones in order to meet frequently changing business and regulatory landscape.
Project requirements: Experienced technologist for developing Risk Engines for Market Risk Platform
We are looking for a highly motivated individual to design, implement, enhance, and support various aspects of Market Risk Engines, including key new deliverables by using Agile development methodologies. The position will require designing, and developing server side components written in Java leveraging big data technologies such as MPP based Greenplum analytical platform, and distributed processing.
As a hands-on Java technologist in Market Risk IT, you will be part of the agile team in building functionalities for calculating Market Risk to cater to changing business and regulatory requirements and design/implement new solutions where one does not exist. Responsibilities will include architecting, designing, and developing scalable elastic solutions.
The candidate should possess good communication skills and is expected to collaborate with global counterparts across time-zones. The candidate should be self-motivated, curious, the kind to take ownership of tasks and apply his/her best in class skills to problems.
* Strong fundamentals in data structures and algorithms
* Experience in architecting/designing large-scale business critical systems.
* Object oriented design and usage of commonly used design patterns.
* Hands-on Java expertise.
* Expertise in Core-Java.
* Multi-threading, collections, JVM, Garbage collection
* Working knowledge of Linux/Unix along with scripting skills
* Comfort in relational database modelling and querying
* Ability to understand the domain and its data.
Nice to have
* Exposure to Spring or similar framework, grasp of IOC concepts
* Exposure to big data technologies such as Spark
* Full stack developer
* Agile software development practices
About Morgan Stanley
Morgan Stanley is a global financial services firm that advises, originates, trades, manages, and distributes capital.