Snr Risk Quant Dev (Java), VP, London Snr Risk Quant Dev (Java), VP, London …

Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 14 Jan 21
To £130K + Bonus + Benefits
Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 14 Jan 21
To £130K + Bonus + Benefits
Posted by:
Craig Millar • Recruiter
Posted by:
Craig Millar
Recruiter
This leading Macro Hedge Fund has over 200 staff and offices in London, Hong Kong, and New York. Reporting to the Head of Quant Risk, they seek a skilled Java Developer to work on core market risk projects such as calculation of Sensitivities, Stress Scenarios and VaR. The tech stack is primarily Java with C#/Scala modules. You’ll work closely with Risk Management to define & implement solutions and with Quants/Quant Devs who build pricing and analytics capabilities.Deepen your understanding of Market Risk models & tools with cross-asset exposure to a wide variety of derivative instruments from a buy-side perspective.

Market Risk Models & Tools, Derivatives, Java, SQL,Leading Global Hedge Fund

ESSENTIAL:

  • 5 yrs+ programming experience in Java
  • 2 yrs in a related financial area, e.g. market risk, pricing/analytics or market data
  • Strong experience with Databases, Data & strong SQL, Data Analysis skills
  • Experience with Web Services: REST APIs & JSON/XML
  • Minimum (Honours 2:1) degree in a technical discipline

DESIRABLE:

  • Experience with AWS, CI/CD, Docker, Kubernetes
  • Experience with Spring or similar
  • Experience with message queues and/or stream processing
  • Worked on core market risk projects such as calculation of Sensitivities, Stress Scenarios & VaR
  • Comfortable with analytics   

PERSONAL ATTRIBUTES:

  • Comfortable working on both tactical and strategic solutions
  • Strong verbal and written communication skills
  • Enthusiastic, passionate and well organised.
  • Excellent analytical skills
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