Financial Engineering Tech Lead
***We are unable to sponsor as this is a permanent full time role***
A prestigious company is on the search for a Financial Engineering Tech Lead. This individual needs to have experience with Java, Python, and C++ development, developing a platform, a framework, and a library. Java experience is preferred over Python and C++. This person needs to have at least 8+ years of Java experience and managerial experience. They will be developing and creating next generation cloud based grid. They will be computing, re-engineering all quantitative models, building high-performance risk analytics platforms trading systems.
• Design, develop, and support libraries written in Java, which forms a computational engine used to manage and distribute risk analyses for a variety of financial instruments.
• Design and develop new code and review existing code changes.
• Continuously improve the technical quality and architecture to respond to business needs
• At least 8 years of experience developing in java or C++
• BS in computer science or equivalent experience
• Experience with high performance or grid computing
• Experience with numerical/quantitative systems
• Experience writing automation unit, integration, regression, performance and acceptance tests
• Understanding of software design principles, including knowledge of how to refactor legacy code
• Experience using Monte-Carlo simulations to value financial instruments especially mortgages
• Broad knowledge of fixed income finance, mortgage backed securities and interest rate derivatives
• Experience with cloud computing and storage services