Equity Derivatives Risk, Vice President

Morgan Stanley UK

Unknown, , United Kingdom
Base: $150,000 - $210,000 py; bonus/equity: not sp...
Java server side development
Market risk experience
Frtb regulation
We’re seeking someone to join our team as a Java Developer working on the FRV / FRTB regulation (Fundamental Review of the Trading Book), including calculation of VaR for the Equities Business

Job Summary

  • We’re seeking someone to join our team as a Java Developer working on the FRV / FRTB regulation (Fundamental Review of the Trading Book), including calculation of VaR for the Equities Business.
  • RiskViewer enables trading decisions and risk management by near real-time calculation of value and risk measures of firm positions.
  • At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered.

Matching Summary

We’re seeking someone to join our team as a Java Developer working on the FRV / FRTB regulation (Fundamental Review of the Trading Book), including calculation of VaR for the Equities Business.

Salary

Base: $150,000 - $210,000 per year; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Java server side development
  • Market Risk experience
  • FRTB regulation
  • Equity Risk System (ERS)
  • Agile and TDD

Nice-to-have

  • Collaborative team environment
  • Ambitious and motivated individual
  • Strong communication skills

Key Requirements

  • 7+ years Market Risk experience
  • 7+ years Java 11+ development
  • Relational database experience
  • Proven agile and TDD experience

Work Rights

Not specified

Tailored Resume

Cover Letter