A top Midtown NYC global investment bank is looking for java developers to join their growing Risk Technology team. This is a global team that is seeing tremendous growth at the moment. They are responsible for the systems which handle the exposure and stress calculations, across both Credit and Market Risk. They interact with business users such as the risk quantitative analysts and risk managers.
Skills, experience, qualifications and knowledge required
· Java - core language (Java 8+), multi-threading, performance optimisation.
· Python (experience w/ pandas, numpy).
· Market Risk - general concepts.
· Experience of working either with Methodology/Quants or on pricing/risk models.
· Market Risk - VaR methodology, P&L Explains/Predict, FRTB, SBA, IMA.
· Distributed, service-oriented architectures.
· Hadoop, Dremio and the related ecosystem.
· ActivePivot, GemFire or similar in-memory cache/aggregation technologies.
· AWS Technologies