Equity Risk Java Developer, Vice President
About The Position
We’re seeking someone to join our team as a Java Developer working on the FRV / FRTB regulation (Fundamental Review of the Trading Book), including calculation of VaR for the Equities Business. Equity Risk System (ERS) is responsible for equity derivative risk and pricing plant (RiskViewer) that is used by traders and risk managers. RiskViewer enables trading decisions and risk management by near real-time calculation of value and risk measures of firm positions. Within the ERS group, the Derived Market Data team is responsible for managing all structured data inputs into analytic models (e.g. dividends, rates, volatility, and correlations) for real-time pricing and end-of-day risk. This team owns the ERS derived market data platform which is responsible for data calibration using distributed processing, storage in referential and distributed databases, and real-time data distribution. As part of a team and your responsibilities will include: 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 Working closely with colleagues from Technology and Strat teams to clarify requirements and drive change.
Requirements
- 7+ years of Market Risk (equity, fixed income) experience within investment banking / financial services industry
- 7+ years of experience with Java server side development (Java 11+, generics, lambdas, frameworks, sockets, threads, Spring, messaging, security, JPA, REST, concurrency, design patterns, distributed processing) and relational database (Sybase, Postgres, including stored procedures & functions)
- Proven experience with agile and test-driven development
- Excellent analytical and problem-solving skills
- Strong communication skills and are a team player
- Motivated and ambitious individual looking for a challenge and have a strong and proven track record of delivery
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
- Working closely with colleagues from Technology and Strat teams to clarify requirements and drive change.
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
Education Level
No Education Listed
Number of Employees
5,001-10,000 employees
