Team Profile :
The role is in Risk team within Credit Trading Technology department supporting the firm's Corporate Credit Trading business unit in the Fixed Income Division.
The team's main mission is to run systems and execute projects concerning Risk, P&L, Scenario Analysis and Valuation Adjustment functions.
We accomplish this by evolving and adopting core application infrastructure ranging from development & testing services and continuous delivery to performant, resilient and scalable runtime services and libraries.
Primary Responsibilities :
We are looking for a strong Java developer to work within the global team on the Credit Derivative and Cash Credit Risk systems.
We develop Risk, P&L, Scenario Analysis and Valuation Adjustment functionality in both our existing Java risk platform and the new Scala based risk system we are building as part of the firm's Pioneer program.
The ideal candidate will have strong Core java experience, including distributed systems development experience. For example, experience of using distributed / grid computation and / or distributed caches.
The role will involve all aspects of the software life cycle including gathering requirements from the business, analysis of existing systems / functionality, design and implementation, all the way through to production roll out and subsequent support.
We are looking for flexible candidates who are practical technologists, show excellent problem solving skills and enjoy all aspects of software development.
Fixed Income business knowledge would be an advantage, but is not essential. A willingness and ability to learn is.
The successful candidate will also work closely with the several global teams within the FIDCOM technology department and, when necessary, interact directly with the business unit (traders, strats, controllers, firm risk managers, etc.
and with the Firm's middleware IT groups when using their frameworks / software.
Skills required :