Given the continued spread of COVID-19 (coronavirus), all interviews will be conducted by phone or virtual connection to protect our candidates and employees.
- To work with some of the best professionals in the business - for a firm that values individual intellect as much as teamwork
- State-of-the-art offices in the City Centre that are designed to maximize collaboration
- Flexible working arrangements (core hours and opportunity to work from home)
- Enriching challenges that provide opportunity for constant learning and advancement
- An environment which is leveraging technology to its highest potential
- Develop tools for salespeople and traders to keep ahead of the market;
- Provide IT coverage for sales/trading, desk strategies, FID COOs, operations, controllers, and market risk department;
- Integrate mathematics models into pricing and risk system and write risk measures for a wide range of products, like bonds, futures, listed options, interest rate swaps, inflation products, cap/floor/swaptions, CMS, Bermudan options, exotic options, FX/Equity/ Credit/ Commodity/ Inflation hybrid products, and structured notes. The candidate may work closely with Quants based in Budapest.
- Develop tools to handle market data (market data calibration, real-time market data, eod marking, derived market data, historical market data retrieval APIs, etc)
- Develop large-scale distributed systems to compute and report intra-day and eod-of-day risks, PnL (Profit and Loss) and market scenarios to senior management, trading desks, controllers, and market risk department;
- Design APIs so that the pricing and risk analytics can be accessed programmatically by other internal systems and processes;
- Migrate portfolio from legacy systems to our new proprietary cross-asset risk calculation system, which would help to drive revenue, improve the business efficiency, respond to regulatory requirement, and reduce capital requirement and IT cost
- Strong academic record with Bachelor's level or above in a computational field like Computer Science, Mathematics, Electrical Engineering, or a related discipline
- Strong software engineering, analytical and problem solving skills
- Excellent written and verbal communication skills including experience speaking to technical and business colleagues and working globally
You might also have:
- Knowledge of fixed income market, financial models, and risk management
- Experience in financial risk calculation and management system or trading tools development
- Experience in distributed computing or cloud computing, Java/Scala performance tuning
- Experience in medium to large scale server-side Java or Scala distributed applications.
- Full Stack development programming experience in HTML5/AngularJS, C# and KDB/Q
- Understand DevOps and Continuous Development Principles
Team Profile: Institutional Securities Technology (IST) develops and oversees the overall technology strategy and technology solutions to drive and enable the Institutional businesses and enterprise-wide functions. Fixed Income Technology is part of IST. We work closely with Sales & Trading and Quantitative Strategists team to develop next generation risk and trading systems to achieve their business goals.
About us: Morgan Stanley is a global financial services firm and a market leader in investment banking, securities, investment management and wealth management services.
At Morgan Stanley Budapest, we are shaping the future of our global business and contributing to our local community. Our team works across numerous areas, including Technology, Mathematical Modeling, Finance, Risk Management, Operations and Data & Analytics from our new state-of-the-art offices near the Danube and our City Gate office in the heart of the city center.
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.
Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize 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.