Technology - Valuation and Risk Infrastructure Developer - Vice President

  • Competitive
  • Hong Kong Hong Kong Hong Kong HK
  • CDI, Plein-temps
  • Morgan Stanley
  • 20 mai 18 2018-05-20

See job description for details

Our team is building a strategic cross-asset Risk calculation and aggregation framework. We are looking for a proficient developer who has front office and big systems experience as well as financial products. The position will entail the development of valuation/risk engine infrastructure and components that are needed for pre/post trade, intra-day and end of day trading.

Roles and responsibilities include:
- Develop scalable, optimized components for cross-asset risk computation
- Assist in optimized layout of functional dependencies
- Analyze and optimize performance of intra-day and end of day risk computation
- Provide support for risk engine, resolve production issues in a timely manner
- Communicating with desk strategists, quants and other stakeholders
- Train/mentor teams across FID on best practices for design and coding related to risk and financial products

Qualifications:

Skills Required:
- Excellent code development skills
- Exposure to financial valuation and risk methodologies
- Experience with risk computation optimization
- Experience with building, delivering business critical valuation/risk systems and libraries
- Ability and willingness to quickly learn new programming languages
- Strong oral and written communication skills
- Strong team working ability in local and global teams

Skills Desired:
- Exposure to Scala, Java and C++
- Experience with Windows and Unix environments