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.
FRM IT is a global IT organization with 300+ members spread over three continents. The department is responsible for developing and overseeing the enterprise technology strategy and bespoke technology solutions to enable Morgan Stanley to comply with international regulatory frameworks for calculating regulatory capital levels, enforcing risk governance, and providing comprehensive reporting and disclosure.
Market Risk team calculates risk numbers (VaR) for Morgan Stanley on a daily basis. Teams are located in New York, Budapest, India. This means that team members are involved in international communication on every day.
Currently the VaR Risk Engine team has 4 developers in Budapest, and 4 developers in New York. The team interacts with Business Analysts, and Clients located in Budapest, London and New York.
Candidate should be able to discuss new requirements with the Business Analyst team and design new components based on object oriented principles. Also she/he should be able to understand existing code base (Java/DB2/PostgreSql/Shell scripts) and work in virtual teams with other regions during the development in order to finish the project.
The team is responsible for the development and maintenance of Risk Engine backends, mainly written in Java. The engines combine Market Data with Benchmarks and produce PnL numbers, and statistics, which are then used by Risk Managers to set the firm's capital limits. The day to day tasks involve requirement gathering, development, QA and production support.
- 5+ years practical experience with Java
- 2+ years practical experience with C++
- Good understanding of Spring framework (AOP, JDBC, etc)
- Practical experience with DB2 and/or Greenplum
- Practical experience with PL/SQL
- Ownership attitude
- Excellent analytical ability
- Strong collaboration and communication skills
- Experience with GIT
- Practical experience with Linux operating system
- Experience with scripting languages (ksh/python)
- Basic understanding of the Hadoop ecosystem and spark
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.
Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.
Internal Number: 5829676
About Morgan Stanley
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