Our client, a leading financial services company is hiring a Java Developer on a long-term contract basis.
Job ID 82506
Work Location:
New York, NY
Summary:
We are looking for a capable Java developer to join the team working on the FRTB regulation (Fundamental Review of the Trading Book), including calculation of VaR for the Equities Business with full analytical models as opposed to Greek based approximations.
Responsibilities:
Delivering functional enhancements to the FRTB data plants to support analytical VaR calculations
Understanding requirements, writing production code and automated test cases and deploying new functionality to a working environment
You will be working closely with colleagues from Technology and Strat teams to clarify requirements and drive change.
Required Skills:
- Java server side development (Java 11, generics, lambdas, frameworks, sockets, threads, Spring, messaging, security, JPA, REST, concurrency, design patterns, distributed processing)
- Relational database (Sybase experience preferred)
- Excellent analytical and problem solving skills
- Experience with Agile and test driven development
- Strong communication skills and are a team player
- Background in Equity Derivatives
- Motivated and ambitious individual looking for a challenge and have a strong and proven track record of delivery
Preferred Skills:
- Python
- Linux shell
- KDB
- Java Swing
Pay: $75-$98 per hour.