C++ Developer - CVA Trader - Associate
- Londres, Angleterre, Royaume-Uni
- CDI, Plein-temps
- Morgan Stanley
- 25 févr. 18 2018-02-25
See job description for details
The London CVA Technology team is looking for a C++ developer to work close to the CVA business and technology teams. The position involves development and support of global front-office counterparty risk management system, CVA Trader, the primary tool for CVA trading desk to manage and hedge CVA (counterparty valuation adjustment), FVA and other VA types.
The successful candidate will participate in development of XVA / funding / PE analytics and various infrastructural projects including high-performance grid computing, I/O scaling, etc. This is also an opportunity to work with various financial derivatives models, and interact with BRM strats on development and maintenance of existing product pricers, VAs, etc.
- C++ Development for the CVA (Counterparty Valuation Adjustment) desk, working on various business- and regulatory-driven projects, as well as technology-driven initiatives to improve the trading and reporting systems
- Working closely with desk strategists and traders to spec out projects and manage the deliveries
- Manage the development environment, builds, releases
- Oversee QA cycles, work closely with other technology teams (such as QA or Production Management) around the globe (Asia, EMEA, Americas)
- Strong analytical and problem solving skills
- Strong C++ 11/14 knowledge, boost libraries, design patterns and multi-threaded / multi-process programming.
- Familiarity with one of the major databases: Sybase, DB2, SQL Server and one of the leading scripting languages: Perl, Python, Scala
- Candidate has to be comfortable programming in Linux and be familiar with ksh or bash
- Knowledge of Java/Scala is a plus
- Interest in financial products and business concepts
- Good communication skills in English
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