Overview
Skills
Job Details
Hybrid 3 Days a Week Onsite
Potential to Convert
***'s RiskViewer platform calculates and reports market sensitivities in real time across the firm's equity derivatives franchise. It supports the full range of financial products from vanilla options through to exotics and swaps, and asset classes from equities through to FX, rates and credit. The system consists of a number of multi-threaded server-side components running on a large compute farm, continuously recalculating market sensitivities and P&L throughout the global trading day. The platform also provides valuation services to a variety of internal trading engines, quoting/market making systems and pricing tools used by the trading and sales desks.
The firm is investing heavily in the platform, to build out capacity and features and to maintain its competitive advantage over the next decade. We are looking for a developer to join the development team in our New York office to work in close partnership with quants and desk strategists to deliver various strategic projects. The successful candidate will have excellent technical and analytical skills and a strong interest in equity derivatives pricing and risk management. Good communication skills are required for interaction with internal clients, senior stakeholders, and colleagues in other regions. Development teams operate collaboratively under agile methodology.
Role Profile:
* You will be a technically proficient and enthusiastic Java developer, with a desire to help engineer new and enhance existing components
* You will be responsible for orchestrating complex risk calculations by applying rule sets to product economics and market model data
* You will be passionate about software quality and team dynamics, within a culture of continuous improvement
* You will promote best practices in terms of TDD, tooling and agile ceremonies that help the team become more productive
* You will be an active contributor to architectural design meetings and code reviews
* You will support and lead different phases of the product lifecycle including analysis, design, development and deployment
Required Skills:
* Experience in Java development on large multi-threaded and distributed systems
* Working knowledge of relational databases
* Exposure to UNIX / Linux as a platform
* Demonstrable ability to meet deadlines and deliver results
* Experience of agile & TDD
* Outstanding communication and interpersonal skills