Sr Java Developer with Equity Derivatives

Job Title: Sr Java Developer with Equity Derivatives

Location: NYC Hybrid (3 days on site) (Preferred Local candidates)

Duration: 6 to 12 Months

Team Profile:
The Equity Risk System (ERS) group's main focus is a company-wide equity derivative risk and pricing plant (RiskViewer) that is used in all trading centers 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 technologies (e.g. Hadoop, MapR), storage in referential and distributed databases (Sybase), and real-time data distribution.

The team currently consists of 9 members in our London, Budapest, and Frankfurt and offices. 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.

Role Profile:
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
- you will be working closely with colleagues from Technology and Strat teams to clarify requirements and drive change.

Required Skills:
- your main skill is 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)
- you have excellent analytical and problem solving skills
- you have experience with agile and test driven development
- you have strong communication skills and are a team player
- you may have a background in Equity Derivatives
- you are a motivated and ambitious individual looking for a challenge and have a strong and proven track record of delivery
- nice to have: python, Linux shell, KDB, Java Swing