Developer - Java/Python

  • 140 - 180K
  • New York, NY, USA
  • Permanent, Full time
  • Hudson Placement Group
  • 12 Feb 19

Major bank has an opening for a developer to help develop the next gen Risk and PL Valuation engine. Compensation for this position is extremely competitive.

Great opportunity to work on the next gen Risk and PL Valuation engine from the ground up. This role provides exposure to internal workings of the analytical models and at the same time challenges one’s technical quotient on how to extend these internal models to run them for large scale use cases. Contribute in driving innovation in the risk reporting space. Perfect for those interested in big data, analytics and architecture design. We love effective, simple code and challenge each other on quality. The candidate is expected to have a passion for debating over the whiteboard and think a few years ahead. The job requires hands on experience with large production systems, working under tight deadlines and proving appropriate support.

Qualifications

Java/Python/or any OO language, Relevant and Useful Unit Testing, Big Data, Eye for Design, Independent Thinker, Creative

Experience working with FO Risk systems

Knowledge of financial derivatives and risk management

Working knowledge of the following technologies a plus Kafka, HBase, Spark Stream

Working knowledge of any CEP engine a plus

Strong mathematical skills are a plus