Overview
On Site
$70.0000 - $80.0000
Full Time
Skills
Java
Spring
SQL
Capital Market
Market Risk
Risk Analytics
Job Details
Position Details:
Industry: Banking/ IT
Job title: Java Developer
Location: Charlotte, NC
Duration: 12 months (possible extension up to 24 months)
Hybrid: 3 day onsite/ 2 day remote
Job Description:
- This position is for a Java software developer concentrating on the risk simulation aspects in the market risk calculation described in the software stack below.
Software Stack:
- The core risk simulation software built and maintained by this group utilizes core Java, SQL Server, Autosys and Coherence and consists of the following:
- Models to perform the valuations - Some models are built in-house, some are integrated 3rd party libraries, and some are integrated as calls to trading/valuation systems.
- Stress scenarios and stress testing framework to support internal stress testing and Comprehensive Capital Analysis and Review (CCAR).
- Risk simulation engine to calculate Greeks, sensitivities, and simulated P&L vectors
- A high-performance distributed computation grid and in-memory cache
Required Skillset:
- Perform in the high level technical and analytics role as an individual contributor developing software for the various risk calculation processes
- Work directly with business analysts, Market Risk Officers, and Quantitative Risk Analytics group (Quants) to understand requirements
- Read and understand business specifications and create functional specifications from them
- Create thorough designs - taking care to assure that designs integrate well into existing architecture
- Write high quality code in the Java language using object-oriented principals and design patterns as appropriate
- Create/modify SQL Server database objects (tables, views, stored procedures, etc) as needed
- Perform high quality thorough unit testing and documentation of development activities
- Work on complex problems where analysis of situations and/or data requires a solid grasp of both computing and business/risk domains
- Work with large data sets requiring extreme attention to computational efficiency, parallelism, and scalability
- Assure quality, maintainability, and extensibility for supported systems and risk applications.
- Work as a Team Engineer in an Agile team. Need to attend daily scrum meetings and sprint planning sessions.
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.