- Equity Derivatives
- Object-oriented Design
- Risk Management
Equity Risk Systems Developer – Java, Associate, Hong Kong
Location: Non-Japan Asia-Hong Kong-Hong Kong-Hong Kong
The RiskViewer platform provides real time risk and P&L data across Morgan Stanley's equity derivatives franchise. It supports the full range of equity products from vanilla options through to exotics and swaps. In addition to equities the platform also supports additional asset classes such as FX, rates and credit. Feeding the front end is a distributed architecture of multi-threaded server-side components and a 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, London, Budapest and Hong Kong.
We are looking for a developer to join the development team in the Hong Kong office to deliver on a combination of strategic projects with global impact and tactical solutions for the desks here in Hong Kong.
The successful candidate will have excellent technical and analytical skills and a strong interest in equity derivatives pricing and risk management.
Good communication skills are required for the interaction with internal clients including trading, quants and desk strategists, as well as with colleagues in New York, London and Budapest.
Excellent Java skills with 2-8 years of relevant work experience.
Strong knowledge of object oriented design.
Good communication skills.
Strong analytical, algorithm and problem solving skills.
Good team work.
Knowledge of equity derivatives.
Knowledge of Unix/Linux environment.