DIRECT CLIENT REQUIREMENT
Job Title: Sr. Python-Java Developer
Duration: 3 Years
Location: New York, NY
FRTB is an industry-wide regulatory initiative to which includes proposals to introduce a framework for Market Risk. We require an experienced Java developer to join the Market Risk Engine team to work on FRTB, initially on IMA. Our tech stack is predominantly distributed Java and Python services, with relational and distributed databases, GemFire as a caching layer and ActivePivot for real-time interrogation of aggregated risk metrics. We use Python, mostly as a scripting layer, but also for rapid prototyping and development of services. We are also building out a Hadoop store of market risk data, which incorporates Dremio for data querying and both Arrow and Parquet as columnar data formats.
The successful candidate will work on the build-out of new functionality for FRTB/IMA. They will need to work closely with Methodology quants, and to work with developers and Client across the 3 main offices. They will be expected to adapt to new technologies quickly, and to work across a range of data-oriented tech including ActivePivot, Hadoop, and Public Cloud Compute Technologies like AWS. From time to time they will have to analyse requirements, propose designs (for example for new services), circulate them for feedback, break the design down into tasks and execute them. The ability to be clear and precise in both written and verbal communication is also critical.
Skills, experience, qualifications and knowledge required
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