C Dev (Application Development)

Morgan Stanley ,
London, Greater London
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Job Description

Company Profile 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. Department Profile The Equity Risk Systems (ERS) group is responsible for the Morgan Stanley's proprietary risk and pricing platform (RiskViewer), which is used globally by traders and risk managers in the institutional equities division. RiskViewer aids trading decisions and risk management by near real-time calculation of value and risk measures of firm's trading positions. We support the full range of equity products from vanilla options through to exotics and swaps as well as a variety of non-equity instruments such as FX, rates and credit derivatives. The system is based on a distributed architecture of multi-threaded server-side components and a large compute farm for calculation of risk and pricing data. The platform also provides valuation services to a variety of trading engines, quoting/market making systems and pricing tools used by trading and sales. The software is developed by teams based in New York, Montreal, London, Budapest and Hong Kong. Primary Responsibilities: We are looking for a developer to join the development team in the London office to work on strategic projects to renovate and improve the system architecture, with particular focus on the API layer which hosts the bulk of the business logic and the interface to the analytics library. This role involves very close collaboration with colleagues in the quantitative/strategist group with respect to the analytics library and calculation APIs. The successful candidate will have excellent technical, analytical and design skills used over the full software development lifecycle and an interest in equity derivatives pricing and risk management. They will develop high quality technology solutions involving architecture, design, estimation, planning and software development. Skills required (essential): * Excellent C skills with experience in distributed, multi-threaded environments * Strong knowledge of object oriented design * Knowledge of Unix/Linux environment * Strong analytical, algorithmic and problem solving skills * Good communication skills and team collaboration * Desired Skills: * Knowledge of equity derivatives * Java and python experience * Experience with TDD/BDD and/or test automation * Given the continued spread of COVID-19 (coronavirus), all interviews will be conducted by phone or virtual connection to protect our candidates and employees

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