Morgan Stanley

Sr. Associate/Manager_C++ developer_Technology_Bangalore

Remote Bengaluru, India
Java Perl Python C++ Shell
Description

 Developer_ 2-9 years_Bengaluru_ CVA Technology (Institutional Securities Technology)

 

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. We advise, originate, trade, manage and distribute capital for governments, institutions and individuals. 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. We provide you a superior foundation for building a professional career where you can learn, achieve and grow. 

Credit Valuation Adjustment

Technology is the key differentiator that ensures that we manage our global businesses and serve clients on a market-leading platform that is resilient, safe, efficient, smart, fast and flexible. Technology redefines how we do business in global, complex and dynamic financial markets. We have a large number of award winning technology platforms that help to propel our Firm’s businesses to be the top in the market. Our India technology teams are based in Mumbai and Bengaluru. We have built strong techno-functional teams which partner with our offices globally taking global ownership of systems and products. We have a vibrant and diverse mix of technologists working on different technologies and functional domains. There is a large focus on innovation, inclusion, giving back to the community and sharing knowledge.

 

Counterparty Risk Systems calculate the Risk Analytics based on the current Positions held by the Firm and the Market Data. This includes the Firms Potential Exposure i.e. the potential credit risk that could be outstanding at some future time. The systems process OTC derivatives data, listed derivatives, futures, options, repos, stock loan, and other instruments that carry counterparty risk. The data generated by the Risk Systems is used by Fixed Income Division and Commodities CVA Desks for managing the counterparty risk (Hedging), Credit group to satisfy regulatory requirements, and Margining Systems to fulfill margining requirements.

 

Job Profile

Front-office Credit Risk management technology group is seeking a C++ developer for pricing model implementation projects required to support and enhance mission critical Credit Risk data infrastructure, as well as to contribute to strategic initiatives. This individual will work with strategists and modeling group to understand business requirements, architect technical solutions, and add/modify existing pricing models. This role requires an individual who has an experience of developing in large scale C++ applications. The current pricing engine is a cross asset risk and valuation calculator performing around quadrillion calculations on a grid based infrastructure. This person must be a quick learner, adept at managing relationships and prioritizing requests across a diverse set of clients. Key technologies are C++, shell scripting, DB2, Java and Perl. Prior experience with financial data will be an added advantage.

Primary Skill

·         Strong academic record with Bachelor's level or above in a computational field like Computer Science, Mathematics, Electrical Engineering, or a related discipline

·         3-7 years of experience in C++.

·         Object Oriented Programming

·         scripting languages - Perl/Python/Shell as well as UNIX platform experience.

·         Database - Ability to write SQLs

·         Understanding of SDLC

·         Integrity & ownership, good team player, ability to work under time and resource dependencies and constraints, ability to find simple and effective solutions, high degree of motivation to expand technical and business knowledge.

Desired Skill

  • Java
  • Prior experience with financial products, particularly OTC Derivatives
  • Exposure to counterparty risk, margining, collateral or confirmation systems

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.

There are more than 50,000 engineering jobs:

Subscribe to membership and unlock all jobs

Engineering Jobs

50,000+ jobs from 4,500+ well-funded companies

Updated Daily

New jobs are added every day as companies post them

Refined Search

Use filters like skill, location, etc to narrow results

Become a member

🥳🥳🥳 223 happy customers and counting...

Overall, over 80% of customers chose to renew their subscriptions after the initial sign-up.

Cancel anytime / Money-back guarantee

Wall of love from fellow engineers