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