Backend Java developer Server Side Equity Derivatives Domain Databases Spring Rest NYC 12 mths
Backend Java developer Server Side Equity Derivatives Domain Databases Spring Rest NYC 12 mths
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Job Description
Job Id: 3307 L4
Duration: 12 Months
Location : NYC Hybrid (3 days on site)
Title: : Back end Java developer Server Side Equity Derivatives Domain Databases Spring Rest NYC 12 months Cont
Team Profile:
The Equity Risk System (ERS) groups main focus is a companywide equity derivative risk and pricing plant (RiskViewer) that is used in all trading centers by traders and risk managers. RiskViewer enables trading decisions and risk management by near realtime calculation of value and risk measures of firm positions. Within the ERS group the Derived Market Data team is responsible for managing all structured data inputs into analytic models (e.g. dividends rates volatility and correlations) for realtime pricing and endofday risk.
This team owns the ERS derived market data platform which is responsible for data calibration using distributed processing technologies (e.g. Hadoop MapR) storage in referential and distributed databases (Sybase) and realtime data distribution.
The team currently consists of 9 members in our London Budapest and Frankfurt and offices.
We are looking for a capable Java developer to join the team working on the FRTB regulation (Fundamental Review of the Trading Book) including calculation of VaR for the Equities Business with full analytical models as opposed to greek based approximations.
Role Profile:
As part of a team and your responsibilities will include:
- 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
- You will be working closely with colleagues from Technology and Strat teams to clarify requirements and drive change.
Required Skills:
- Your main skill is Java Server side development (Java 11 generics lambdas frameworks sockets threads Spring messaging security JPA REST concurrency design patterns distributed processing)
- Relational database (Sybase experience preferred)
- You have excellent analytical and problem solving skills
- You have experience with agile and test driven development
- You have strong communication skills and are a team player
- You may have a background in Equity Derivatives
- You are a motivated and ambitious individual looking for a challenge and have a strong and proven track record of delivery
Nice to have: Python Linux shell KDB Java Swing
Employment Type
Full Time
