Market Risk Technology is seeking a strong application developer with experience in developing distributed systems, capable of processing very high volumes of data.
Market Risk Technology support the Market Risk Department in monitoring, measuring and reporting risk generated by Morgan Stanley's global business lines, and in implementing calculation models required for regulatory compliance. Currently, Fundamental Review of the Trading Book (FRTB) is a large initiative across multiple regulatory jurisdictions, requiring major renovation of the platform.
Candidate will join a team of developers distributed globally and using Agile methodology for software delivery lifecycle management.
The Market Risk platform interfaces with various systems and obtains valuations and risk sensitivities, along with trade and product attributes across all asset classes. The middle tier has many roles to play namely data ingestion framework, subscription managers, data driven event workflow, and streaming dynamic datasets over the wire.
The ideal candidate will have extensive hands-on experience designing, developing and integrating analytical systems in a multi-tier data-centric environment. Experience with large-scale relational databases, strong SQL, Core Java, SPARK and Linux are essential. The developer will work with business analysts, Strats and other functional leads to gather requirements, design and implement solutions using Core Java, SPARK, Shell scripting, distributed computing and DB2/GPDB (Greenplum) databases.
The candidate should possess clear and concise communication skills, to work with technical and functional teams distributed globally. The candidate should be self-motivated and curious, eager to learn the risk domain and apply his best-in-class skills to problems at hand.
QUALIFICATIONS
Skills Required:- â?¢ 8+ Years hands-on experience with Core Java and related technologies. â?¢ 3+ Year of work experience with SPARK based processing. â?¢ 5+ Year of experience working with RDBMS, data modeling or any other databases. â?¢ Strong object oriented design and development skills using core Java and Spring â?¢ Experience with distributed data processing pipelines using Spark, Hive, Python, and other tools and languages â?¢ A culture of incorporating unit test cases when designing systems using Junit/BDD â?¢ Strong experience with relational databases logical modelling â?¢ Strength in querying large relational databases in an optimized manner. â?¢ Ability to write scripts in Shell/Perl- Excellent analytical ability â?¢ Strong collaboration and communication skills.
Skills desired: â?¢ Risk/Financial Systems development experience â?¢ Experience with Agile methodologies and DEVOPS automation â?¢ Experience with messaging system like MQ â?¢ Understanding of massive parallel processing (MPP) architecture to support high volume data processing.
Morgan Stanley's goal is to build and maintain a workforce that is diverse in experience and background but uniform in reflecting our standards of integrity and excellence. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from all talent pools. We want to be the first choice for prospective employees.
It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law.
Morgan Stanley is an equal opportunity employer committed to diversifying its workforce (M/F/Disability/Vet).
Expected base pay rates for the role will be between $100,000 and $150,000 per year at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.