Senior Java Developer Ex Morgan Stanley

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Senior Java Developer

Team Profile:

Institutional Securities Technology (IST) develops and oversees the overall technology strategy and bespoke technology solutions to drive and enable the institutional businesses and enterprise-wide functions. Our dients include Fixed Income Equities Commodities Investment Banking Research and Global Capital Markets.

Position Description:

The Madet Risk Fleet is a diverse agile fleet sensisting of sexeral squads and developers in Canada Ladia Hungaos UK and the USA. The fleet is armarily cesponsible for the develeement of Market Risk engines that salculate billions of PBLs Profit and Less analysis on a gaily basis in a biehix distributed ervicenment. The output is essential for 05k managers Beard members and joancial uRg ators wito. the fleet we are responsible for eimplementios gur Risk Calculation engine usine distributed Java RUERRSeUERS and cloud technologies.

The Fundamental Review of the Trading Book (FRTB) is an international standard of rules for computing and governing capital that banks must hold against market risk exposures.

The Market Risk Department encompasses technology to mitigate Market Risk through various global systems and processes. We are responsible for monitoring measuring and communicating risks generated by Morgan Stanleys business lines. Our mission critical platform processes over a billion positional and sensitivity records daily and uses thousands of CPU-cores to compute the risk. Our databases contain over a Peta Byte and our data velocity is measured in TB/hr. We are in the process of renovating much of our core infrastructure as part of a multi-year initiative.

FRTB Risk Engines within Market Risk Department interfaces with various systems and obtains valuation Greeks and risk sensitivities along with trade attributes for trades across various asset classes. FRTB applications have many roles to play namely reference data management ingestion of data calculation of charge tooling for analysis and reporting. The distributed processing platform is event-based and leverages big data technologies such as Spark and Greenplum.

The ideal candidate will have extensive hands-on experience designing building and integrating analytical systems in a multi-tier data-centric environment. Experience with large-scale relational databases strong SQL Java and Linux are essential. Working knowledge of big data technologies such as Spark is a plus. The candidate will work in an agile squad to design and implement solutions following a Service Oriented Architecture (SOA).

We are looking for candidates with experience in Core java Apache Spark DB SQL

Application/ server-side development. Having knowledge on distributed computing handling of high volume of data process optimization reducing run time etc will add value to the candidate.

essibility: Good to go

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You will:

• Work on developing new and enhancing existing Market Risk applications
• Be part of an Agile squad with members in Montreal Budapest India London and New York following Agile principles and applying DevOps practices
• Be able to work with our business partners
• Shape the tooling and technology landscape of Risk Management by introducing tools enabling better business processes required for meeting Firms regulatory obligations

Skills Required:

• 5 Years hands-on experience with Core-Java (server-side) Spring RDBMS
• Experience with distributed data processing pipelines using Apache Spark Python and other tools and languages

• Strong object-oriented design and development skills data-structures and algorithms and design patterns

• A good understanding of how to build multi-threaded applications and hands-on experience with concurrency packages

• Excellent critical thinking & analytical ability
• Experience with distributed data processing pipelines using Spark Hive Python and other tools and languages

• A culture of incorporating unit test cases when designing systems using Junit
  Strong experience with relational databases logical modelling

• Streneth in querying large relational databases in an optimized manner

• Ability to write scripts in Shell/Perl/Python
• Agile Development Experience
• Strong collaboration and communication skills. The candidate will work in a global team where clear and concise communication skills are a must.
• Work independently following proper coding standards

Nice to have:

• Risk/Financial Systems development experience
• Automated testing

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 Montreal we are shaping the future of our global business and contributing to our local community. Our team works across numerous areas.

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 exeative workforce is somersed of individuals dowe treme a bigad cross section of the global samurities in which we seerate and who reflect a variety of backgrounds talents perspectives and exPeriences. Our strene seomitmet to a culture of inclusion is exident throuet out constant focus on