Java Developer

• Java Master
• FX Derivatives
• FX Options

Java Developer - Investment Banking

Job Purpose:

• Engineering and enhancement to Valuation and Risk strategic Compute platform
• Optimisation and maintenance of existing Compute platforms

Technical Knowledge

• Java mastery essential, will have experience of working with a wide range of supporting library sets
• Distributed, high performance computing
• Enterprise messaging (Solace)
• DevOps practices
• FX Derivatives pricing, knowledge of factors impacting valuation and risk measures (greeks)
• FX Options trading environment and trade lifecycle
• Worked directly with FO / Quants
• Market Risk regulatory reporting, VaR, FRTB

Business Knowledge:

• Exposure to FX Options Front Office trading environment
• Detailed understanding of FX Options market, conventions, market data, valuation models, risk metrics

Ideal Experience:

• Spring
• VaR reporting
• Grid computing - DataSynapse
• UNIX/LINUX
• Market Data Technologies (Reuters, Bloomberg)
• JNI
• Excel
• Sybase, Oracle
• Enterprise Cloud platforms

Full job description and company details available upon request