Company: Morgan Stanley
About Company : Morgan Stanley is rooted in communities around the world—which means a unique opportunity to commit ourselves to philanthropy and public works.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.
Website: www.morganstanley.com
Eligibility: Bachelors Degree
Experience: 3 – 7 yrs
Location: Bangalore
Job Role: C++ Developer
Experience: 3 – 7 years of experience in C++.
Job Description:
Technology works as a strategic partner with Morgan Stanley business units and the world’s leading technology companies to redefine how we do business in ever more global, complex, and dynamic financial markets. Morgan Stanley’s sizeable investment in technology results in quantitative trading systems, cutting-edge modeling and simulation software, comprehensive risk and security systems, and robust client-relationship capabilities, plus the worldwide infrastructure that forms the backbone of these systems and tools. Our insights, our applications and infrastructure give a competitive edge to clients’ businesses and to our own.
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.
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.
Skills Required:
1. Object Oriented Programming
2 Scripting Languages – Perl/Python/Shell as well as UNIX platform experience.
3. Database – Ability to write SQLs
4. Understanding of SDLC
Skills Desired:
1. Java
2. Prior experience with financial products, particularly OTC Derivatives
3. Exposure to counterparty risk, margining, collateral or confirmation systems
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