Senior Software Engineer (Fixed Income Risk System)

We are seeking a Senior Developer within the Fixed Income Derivatives Technology group to work closely with Interest Rates Sales & Trading and Quantitative Strategists on next-generation risk and trading systems.

What you’ll do in the role:

• Communicate regularly with product leads across the technology organization and discuss opportunities for improvement to existing and future technology solutions.
• Develop large-scale distributed systems to compute and report intra-day and eod-of-day risks, PnL and market scenarios to senior management, trading desks, controllers, and market risk department.
• Greenfield project to redesign pricing and workflow applications for sales and traders to keep ahead of the market.
• Greenfield project to redesign Front to Back risk scenario infrastructure for Fundamental Review of the Trading Book.
• Greenfield project to revamp the market data and marking system in strategic cross-asset platform.
• Design APIs so that the pricing and risk analytics can be accessed programmatically by other internal systems and processes.
• Provide IT coverage for Macro business in EMEA, with day-to-day interaction with sales/trading, desk strategies, FID COOs, operations, controllers, and market risk department.

What you’ll bring to the role:

• Strong software engineering, analytical and problem-solving skills.
• Experience in distributed computing or cloud computing, Java/Scala development experience and performance tuning.
• Understand DevOps and Continuous Development Principles.
• Strong interest in learning about the financial markets.
• Strong academic record with Bachelor’s level or above in a computational field like Computer Science, Mathematics, Electrical Engineering, or a related discipline or equivalent experience.
• At least 6 years’ relevant experience expected to find the skills required for this role.
• Preferred full-stack development; programming experience in HTML5/AngularJS, C++ and APL (Array-Programming Language) like KDB/Q or A+.
• Preferred knowledge of fixed income market, financial models, and risk management.
• Preferred experience in financial risk calculation and management system or trading tools development.
• Preferred experience with JVM.

Morgan Stanley is an equal opportunity employer committed to building and maintaining a workforce that is diverse in experience and background. Our recruiting efforts reflect our strong commitment to a culture of inclusion, where individuals are hired, developed, and advanced based on their skills and talents.

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