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Job Details

Stress Testing Developer - JAVA/Risk

London, Greater London, United Kingdom, Contract

Posted: 20days ago

Description:

Risk developer - JAVA/Stress testing

Contractor (PAYE)

Location: London

Department overview:

The Core Risk Engines team is responsible for the applications that manage the credit and market risk calculations for the bank.

Key objectives critical to success:

The successful candidate will work closely with the business stress testing group, analysts and other developers to add stress testing functionality to the main market risk system so that the Legacy system can be retired. The development team is spread across London, NY, Shanghai and Mumbai. The new stress testing system is written mainly in Java (with some Python) and uses cutting edge technology such as Apache Spark and ActivePivot. The successful candidate should also have excellent business knowledge (including numerical analysis) as they will be responsible for investigating and explaining differences in results between the Legacy and new systems.

Skills, qualifications and knowledge required:

Minimum qualifications:

Market risk experience gained in an investment bank, hedge fund or similar financial institution.

Experience of full software life cycle

Excellent communication skills (both written and spoken)

Able to work with business and technical staff to both define and resolve problems

Able to manage priorities and work independently

Required technical skills

Java 8

T-SQL

Financial maths - Greeks, VaR, scenarios/stress testing, PnL attribution, product knowledge, Pricing

Linux and Windows

One or more of ActivePivot, Spark or Python

Financial maths - Greeks, scenarios, PnL attribution, product knowledge, pricing

DI framework (Spring or similar)

Automated testing and continous integration (eg Jenkins/Hudson)

Unit testing and mocking tools

Desirable technical skills

Grid/Farm/Distributed computing

Gemfire

ActivePivot

Spark

Python

Autosys

Job Details

1144113071
ASAP
London, Greater London, United Kingdom
Contract