The types of project undertaken by the team ranges from architecture decisions, regulatory driven, business process automation, intraday risk, to large scale risk and valuation impacting changes. This is a challenging and exciting opportunity to work within G10 Rates Risk Technology, cooperating with multiple trading desks, market risk managers and financial controllers to develop this strategically important platform.
- Working closely with business teams to define plans and solutions to provide a stable, agile, and user friendly risk platform
- Liaise with internal development teams including the common platform team to drive towards a world class risk application
- Deliver an architecture which will facilitate cumulative functionality to increase at a higher rate than it does today
- Deliver on time regulatory commitments
- Be proactive and ensure the software developed by the Team remains compliant with prescribed best practices
- Properly document work.
What we offer:
- Opportunity to work in an international, multi-cultural environment
- Access to the latest technologies, tools and large systems surrounding
- Cooperation with an experienced team and an excellent working environment
- The opportunity to develop yourself and participate in a variety of training packages
- Attractive conditions of employment and benefits
Skills & Experience:
- Solid knowledge of Java core - Collections, Concurrency, Memory Model, Garbage collection - 4+ years
- Demonstrable experience in actively contributing to project delivery for both small and large scale projects.
- English: Advanced/Fluent
- Strong communication skills, oral and written.
- Ability to apply sound technical skills and knowledge of the Rates business to develop creative solutions to meet client and business needs.
- Experience of test driven development and of continuous integration platforms.
- Ability to recognize and work with recursive data structures of different forms as well as an understanding of standard programming algorithms.
Nice to haves
- Experience working with scalable streaming platforms such as Beam, Flink, Spark or Samza
- Knowledge of financial derivatives pricing and risk, ideally of interest rate derivatives.
- Experience of working with commercial or in-house quant pricing libraries
- Understanding of Agile software development methodology