Title: Java/Scala Developer Bond Risk Calculation System
Location: New York NY
Duration: 12 Months
Hybrid 3 Days a Week Onsite
Education Level: Bachelors Degree - Required
Job Level: Consultant (5 Years of Experience)
Team Profile:
The Corporate Trading and Risk Department develops software that enables Brokerage to sustain and grow its highly successful fixed income cash & derivative trading businesses - a key growth area for the Firm. Traders strats and risk managers use our systems to monitor their daily risk and profit & loss and to run scenario calculations to assess the potential effect of changes in market conditions.
We are looking for a strong developer to join our global team where we work on projects from risk models and market intelligence tools to distributed calculation infrastructure in our advanced Scala-based system as well as a Java-based one cooperating with many other teams across various areas such as Fixed Income Equities and Corporate Finance.
Role Profile:
You will be a hands-on Scala/Java developer involved in the full development lifecycle focusing on bond position management & risk models and their integration with other systems to support the firms new initiatives as well as abundant opportunities to work on
a) other functionalities such as calculation infrastructure (e.g. distribution caching) and workflow automation.
b) GUI that empowers users to view/manage relevant data
c) other financial products
The job will require an inquisitive mind. You need to have a strong interest and capability to
- gain proficiency in Scala in a short period if thats not your primary programming language already
- learn about the relevant financial products if you dont already understand them
- apply such knowledge to the work on real-time systems based on both OpenSource (e.g. Kafka Zookeeper) and proprietary technologies.
- take on production issue troubleshooting as well as performance profiling/tuning
In addition you will also have exposure to many other exciting technology solutions on the same Scala platform created by hundreds of people.
You will work in a dynamic and multi-cultural environment collaborate with several global teams within and sometimes outside Fixed Income and interact directly with the trading desk to support their function.
Qualifications & Skills Required:
Strong Scala or exceptional Java
Strong analytical skills
Experience in performance tuning
Ability to navigate a large and complex code base
Data structures design patterns multi-threaded programming and distributed computing
Continuous integration
Qualifications & Skills Desired:
Financial knowledge especially in bond