Equity Derivatives Risk, Vice President

Morgan Stanley is a leading investment bank that specializes in raising, managing, and allocating capital for clients. They are seeking a Java Developer to work on the FRV / FRTB regulation, focusing on the calculation of VaR for the Equities Business and enhancing the FRTB data plants.

Responsibilities:

• Delivering functional enhancements to the FRTB data plants to support analytical VaR calculations
• Understanding requirements, writing production code and automated test cases and deploying new functionality to a working environment
• Working closely with colleagues from Technology and Strat teams to clarify requirements and drive change