| Senior Java Developer - Equity Risk System (ERS) || Hybrid in NYC || USC & GC Only at NYC, New York, USA |
| Email: [email protected] |
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Senior Java Developer - Equity Risk System (ERS) Location: NYC (3 days onsite / 2 days remote) Good tenure, All banking clients or FANG tech, good comm skills Visa: USC, Green Card Interview: 2 rounds Web Duration: 12+ month contract (With likely extensions) The Equity Risk System (ERS) group is responsible for delivering a comprehensive risk and pricing platform, RiskViewer, used across all trading centers. The Derived Market Data team manages structured data inputs (e.g., dividends, rates, volatility) for real-time pricing and end-of-day risk. This team ensures the system can process complex data sets and provide insights for regulatory compliance, focusing on the Fundamental Review of the Trading Book (FRTB)program. Role Overview: We are looking for a Senior Java Developer to join the team working on the FRTB regulation, particularly focused on the calculation of Value at Risk (VaR) for the Equities business. The project entails working with large, distributed systems, leveraging Java technologies to drive key regulatory calculations and enhance market data analytics. This role will involve interacting with a cross-disciplinary team, including quants, but the focus remains on the technical implementation and systems. Responsibilities: Deliver functional enhancements to support analytical VaR calculations and meet FRTB regulatory requirements. Write production-quality Java code (Java 11) for distributed systems involving large data sets and high concurrency. Develop solutions with Core Java technologies including concurrency, threading, Spring, messaging, JPA, REST, and design patterns. Operate in a distributed environment, ensuring large-scale calculations and data processing workflows function efficiently. Work independently to gather requirements, develop solutions, and deploy enhancements while working remotely with colleagues in London and Frankfurt. Interface with quants to ensure accurate data usage and calculations, while focusing on data integrationand historical market data models. Perform automated testing, adhering to the SDLC and ensuring robust software delivery. MUST HAVE SKILLS Core Java : Expertise in Java 11, including generics, lambdas, concurrency, threads, sockets, Spring, messaging, and REST. Concurrency & Distributed Systems : Experience in building and enhancing distributed systems, with a focus on concurrency, multi-threading, and high-performance computing. Analytical & Problem-Solving Skills : Ability to understand complex requirements and translate them into efficient technical solutions. Strong ability to work independently and operate in a remote, cross-functional team. Financial Knowledge : A general understanding of equity derivatives (stocks, ADRs, options) and financial products, with a focus on VaR calculations. Relational Databases : Experience with SQL and RDBMS (Sybase experience preferred, but experience with any RDBMS is sufficient). Communication : Strong communication skills, capable of interfacing with both technical and non-technical teams remotely and effectively. Experience in Regulatory Environments : Familiarity with regulatory programs like FRTB and the need to calculate capital requirements based on risk measures. Nice to Have: Experience with Python for automation scripting (not critical, but willingness to learn is appreciated). KDB knowledge for handling large datasets. Java Swing : Familiarity with lightweight GUI for workflow tracking (nice to have, not core to the role). Familiarity with Linux environments and Cloud Nativetechnologies. Top 3 Skills Required: Core Java & Concurrency : Expertise in Java, concurrency, and multi-threading for large distributed systems. Independence & Self-Sufficiency : Ability to work autonomously, understand requirements, and quickly come up to speed. Analytical & Communication Skills : Strong problem-solving ability and communication skills to work effectively with remote teams. Environment & Technologies: Java 11, Spring, JPA, REST, MQ Messaging Relational Databases (Sybase, SQL) Distributed systems and concurrency models Agile, SDLC, Test-Driven Development (TDD) Regards, Steve Williams | Technical Recruiter | -- Keywords: message queue information technology Senior Java Developer - Equity Risk System (ERS) || Hybrid in NYC || USC & GC Only [email protected] |
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| 01:16 AM 15-Jan-25 |