Software Engineer Java Macro
Millennium a leading global investment management firm is assembling a new specialized team of engineers quantitative developers and data specialists to offer tactical research capabilities to its portfolio managers within our Fixed Income team. The team works jointly with portfolio managers trading risk and operations.
Responsibilities
- Work with portfolio management and risk teams on for rapid prototyping and tactical delivery of solutions.
- Work closely with quants risk managers and other technologies in New York London and Singapore to develop multiasset analytics stress tests and VaR calculations for our inhouse risk platform
- Automate data retrieval and custom analytics in various delivery formats that combine internal and market data sources
- Design and build data visualizations and user interfaces to visualize data trends and facilitate custom workflows
- Partner with project managers and senior leadership team to capture analytic requirements monitor delivery and manage expectations
- Maintain support and improve capabilities as new requirements arise
- Fit into the active culture of Millennium judged by the ability to deliver timely solutions to portfolio and risk managers within the firm.
Requirements
- Three to five years of development experience with Java in a production environment
- Experience with AWS GCP or other public cloud platforms
- BA or Master in computer science or any other scientific fields
- Able to work independently in a fastpaced environment
- Strong analytical and communication skills
- Strong problem solving capabilities
- Detail oriented organized demonstrating thoroughness and strong ownership of work
Preferred Requirements
- Experience developing realtime event driven and event sourced systems and proven record of accomplishment of delivering successfully largescale integration projects.
- Experience with Kafka IMDG Data warehousing frameworks
- Experience with financial markets (rates/fx/credit/commodities/equities)
- Experience with financial mathematics modeling and/or statistics
- Some exposure to JavaScript/Angular front end development