Senior Java Developer - Market Risk

Development

Posted: 30/11/2016

  • Salary: GBP 600 per day - GBP 700 per day
  • Location: London
  • Job type: Contract
  • Reference: 133424
 

Java8 - SCALA/Haskell - Risk Management - Market Risk - Rates - Hadoop - Cassandra - Spark - Pig - FX - Front Office - Pricing - Hface - Greenfield - Developer - Java Developer - Data Warehouses - DataLake

Global Investment banking firm seeks a Senior Java Developer to fill a key role in the redevelopment of a front office Risk Management platform. The system provides the firm with cross product derivatives pricing and risk management. The technology stack is core server multi-threaded Java coupled with Scala and some big data technologies such as Hadoop.

Working on an Analytics, Booking & Risk Engine cross-asset (FX, Commodities, Equities, Credit and Rates) risk management and structured products trading platform to support the firm's financial markets business. It's built upon cutting-edge technologies led out of London with a global user base.

Opportunity to work on Greenfield projects and Big Data with modern technologies such as Java 8, Haskell and Scala.

Requirements

  • 8 years hands on development with investment banking IT experience
  • Java (essential), Scala is an advantage
  • Risk knowledge ideally Market Risk coupled with pricing knowledge of at least one asset class
  • Multi-Threading and Concurrency
  • Hadoop, Cassandra or Spark experience is a strong plus even if this is not commercial experience
  • Development experience on functional language, such as Haskell, is a plus.
  • SCRUM and Agile.
  • Good educational background - Preferably science or Mathematics based.

Functional skills:

  • Derivatives and pricing knowledge Investment banking is a strong plus
  • Structured/Derivatives business is a plus
  • Market Risk and or VAR or similar systems experience
  • Experience of Risk Management

Full Job spec can be provided on request

Java8 - SCALA/Haskell - Risk Management - Market Risk - Rates - Hadoop - Cassandra - Spark - Pig - FX - Front Office - Pricing - Hface - Greenfield - Developer - Java Developer - Data Warehouses - DataLake

McGregor Boyall is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.